+5.2%
QBTS vs HAS
+68.4%
-63.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.5% | +18.5% | +18.2% |
| 7D | +0.3% | -0.2% | +0.4% | +0.4% |
| 30D | -29.8% | +31.0% | -60.9% | -36.3% |
| 3M | -45.0% | +30.7% | -75.6% | -50.1% |
| 6M | -55.2% | +23.9% | -79.1% | -59.0% |
| YTD | -59.2% | +48.3% | -107.5% | -65.2% |
| 1Y | -62.4% | +60.2% | -122.6% | -68.9% |
| 3Y | +1,264.0% | +189.2% | +1,074.8% | +803.4% |
| 5Y | +8.8% | +50.4% | -41.7% | -25.4% |
| All | +5.2% | +68.4% | -63.2% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling