+4.9%
QBTS vs HST
+124.3%
-119.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +2.6% | -1.3% | +3.9% | +3.3% |
| 30D | -22.5% | +13.4% | -35.9% | -25.9% |
| 3M | -47.4% | +16.7% | -64.1% | -50.2% |
| 6M | -55.7% | +24.0% | -79.7% | -59.1% |
| YTD | -59.3% | +54.0% | -113.2% | -65.2% |
| 1Y | -63.3% | +55.0% | -118.3% | -68.8% |
| 3Y | +1,379.2% | +89.3% | +1,289.8% | +1,074.7% |
| 5Y | +8.3% | +85.4% | -77.1% | -12.9% |
| All | +4.9% | +124.3% | -119.4% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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