+65.5%
QBTS vs HON
+9.6%
+55.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +1.3% | -3.5% | +4.8% | +3.3% |
| 30D | -19.0% | -13.8% | -5.2% | -12.2% |
| 3M | -29.5% | -11.7% | -17.8% | -24.7% |
| 6M | -11.2% | -18.7% | +7.6% | -0.6% |
| YTD | -35.8% | +0.2% | -36.0% | -35.1% |
| 1Y | +1.7% | -3.1% | +4.8% | +4.1% |
| 3Y | +1,470.1% | +17.0% | +1,453.1% | +1,453.7% |
| 5Y | +72.3% | +2.0% | +70.3% | +80.9% |
| All | +65.5% | +9.6% | +55.9% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 10y: compounded portfolio wealth divided by compounded HON 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…
10y analysis · Full analysis span regression · 6 months rolling