-2.9%
QBTS vs HAS
+48.2%
-51.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.6% |
| 7D | -10.5% | +1.4% | -11.9% | -10.9% |
| 30D | -20.5% | +26.3% | -46.8% | -27.4% |
| 3M | -54.3% | +25.6% | -79.9% | -58.2% |
| 6M | -55.4% | +30.3% | -85.7% | -60.3% |
| YTD | -63.4% | +50.4% | -113.8% | -69.5% |
| 1Y | -59.1% | +57.7% | -116.8% | -66.7% |
| 3Y | +1,216.8% | +213.4% | +1,003.4% | +699.2% |
| All | -2.9% | +48.2% | -51.2% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling