+1,500.0%
QBTS vs HIG
+101.4%
+1,398.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | +3.8% | -0.5% | +4.3% | +3.9% |
| 30D | -15.2% | -2.8% | -12.4% | -14.8% |
| 3M | -27.2% | +6.3% | -33.6% | -29.0% |
| 6M | -10.1% | -0.1% | -10.0% | -10.6% |
| YTD | -34.5% | +0.4% | -35.0% | -35.4% |
| 1Y | +6.0% | +6.2% | -0.2% | +0.9% |
| All | +1,500.0% | +101.4% | +1,398.6% | +1,003.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling