-2.9%
QBTS vs HIG
+110.6%
-113.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -2.9% |
| 7D | -10.5% | +2.6% | -13.1% | -10.8% |
| 30D | -20.5% | +4.2% | -24.7% | -21.1% |
| 3M | -54.3% | +0.2% | -54.5% | -54.4% |
| 6M | -55.4% | +4.6% | -60.0% | -56.3% |
| YTD | -63.4% | +1.1% | -64.6% | -64.0% |
| 1Y | -59.1% | +4.7% | -63.8% | -60.3% |
| 3Y | +1,216.8% | +95.5% | +1,121.3% | +991.4% |
| All | -2.9% | +110.6% | -113.6% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling