+13.0%
QBTS vs HAS
+71.3%
-58.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +6.8% |
| 7D | +13.7% | +2.2% | +11.5% | +12.9% |
| 30D | -21.3% | +29.6% | -50.9% | -28.1% |
| 3M | -44.7% | +30.3% | -75.0% | -49.8% |
| 6M | -49.2% | +25.6% | -74.8% | -53.7% |
| YTD | -56.1% | +50.8% | -107.0% | -62.8% |
| 1Y | -61.1% | +63.0% | -124.1% | -68.1% |
| 3Y | +1,511.0% | +211.6% | +1,299.4% | +946.8% |
| 5Y | +16.6% | +50.4% | -33.8% | -20.4% |
| All | +13.0% | +71.3% | -58.3% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling