+64.1%
QBTS vs HIG
+228.3%
-164.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -1.0% | -2.3% | +1.3% | -0.7% |
| 30D | -17.6% | -1.2% | -16.4% | -17.6% |
| 3M | -28.3% | +6.3% | -34.6% | -29.4% |
| 6M | -11.2% | +0.6% | -11.8% | -11.8% |
| YTD | -36.3% | +0.6% | -36.9% | -36.9% |
| 1Y | +3.9% | +6.1% | -2.2% | +1.3% |
| 3Y | +1,728.8% | +102.0% | +1,626.8% | +1,502.8% |
| 5Y | +70.9% | +119.2% | -48.3% | +50.1% |
| All | +64.1% | +228.3% | -164.1% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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