+68.7%
QBTS vs HLT
+191.4%
-122.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.4% |
| 7D | +3.8% | -1.5% | +5.3% | +4.2% |
| 30D | -15.2% | -1.2% | -14.0% | -15.0% |
| 3M | -27.2% | -10.3% | -16.9% | -24.7% |
| 6M | -10.1% | +1.3% | -11.3% | -10.7% |
| YTD | -34.5% | +7.0% | -41.6% | -36.2% |
| 1Y | +6.0% | +11.9% | -5.9% | +1.3% |
| 3Y | +1,779.3% | +100.7% | +1,678.6% | +1,454.7% |
| 5Y | +75.4% | +147.5% | -72.1% | +42.0% |
| All | +68.7% | +191.4% | -122.8% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling