+70.2%
QBTS vs HAS
+13.4%
+56.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -2.4% | -1.8% | -0.6% | -1.7% |
| 30D | -22.5% | +2.3% | -24.8% | -23.2% |
| 3M | -40.0% | +10.4% | -50.4% | -42.7% |
| 6M | -12.3% | -3.2% | -9.1% | -12.2% |
| YTD | -36.6% | +15.4% | -52.0% | -41.2% |
| 1Y | +8.4% | +18.8% | -10.4% | -1.1% |
| 3Y | +1,380.4% | +43.9% | +1,336.4% | +1,043.9% |
| All | +70.2% | +13.4% | +56.8% | +22.8% |
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