+63.3%
QBTS vs HIG
+232.0%
-168.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.3% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -22.5% | -3.2% | -19.3% | -22.2% |
| 3M | -40.0% | +9.1% | -49.2% | -41.3% |
| 6M | -12.3% | -1.8% | -10.5% | -12.3% |
| YTD | -36.6% | +1.8% | -38.4% | -37.3% |
| 1Y | +8.4% | +4.6% | +3.9% | +6.3% |
| 3Y | +1,380.4% | +101.6% | +1,278.7% | +1,197.9% |
| 5Y | +69.7% | +124.5% | -54.8% | +48.8% |
| All | +63.3% | +232.0% | -168.7% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling