+75.4%
QBTS vs HIG
+117.6%
-42.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.9% |
| 3M | -27.2% | +6.3% | -33.6% | -28.7% |
| 6M | -10.1% | -0.1% | -10.0% | -10.7% |
| YTD | -34.5% | +0.4% | -35.0% | -35.3% |
| 1Y | +6.0% | +6.2% | -0.2% | +2.4% |
| 3Y | +1,779.3% | +101.6% | +1,677.6% | +1,459.8% |
| 5Y | +75.4% | +119.8% | -44.4% | +47.0% |
| All | +75.4% | +117.6% | -42.2% | +47.0% |
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 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