+1,470.1%
QBTS vs HLT
+99.0%
+1,371.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +1.3% | -1.6% | +2.9% | +2.1% |
| 30D | -19.0% | -5.0% | -14.0% | -16.9% |
| 3M | -29.5% | -10.4% | -19.1% | -25.1% |
| 6M | -11.2% | +3.2% | -14.4% | -13.7% |
| YTD | -35.8% | +6.7% | -42.5% | -39.1% |
| 1Y | +1.7% | +10.3% | -8.6% | -7.0% |
| 3Y | +1,470.1% | +99.3% | +1,370.8% | +854.7% |
| All | +1,470.1% | +99.0% | +1,371.1% | +854.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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