-5.8%
QBTS vs HIG
+229.9%
-235.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -2.9% |
| 7D | -10.5% | +2.6% | -13.1% | -10.7% |
| 30D | -20.5% | +4.2% | -24.7% | -21.0% |
| 3M | -54.3% | +0.2% | -54.5% | -54.3% |
| 6M | -55.4% | +4.6% | -60.0% | -56.1% |
| YTD | -63.4% | +1.1% | -64.6% | -63.8% |
| 1Y | -59.1% | +4.7% | -63.8% | -60.0% |
| 3Y | +1,216.8% | +95.5% | +1,121.3% | +1,058.6% |
| 5Y | -2.6% | +111.7% | -114.3% | -14.5% |
| All | -5.8% | +229.9% | -235.7% | -17.0% |
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