+74.1%
QBTS vs HST
+90.4%
-16.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.1% | +6.5% | +6.5% |
| 7D | +6.8% | +2.0% | +4.8% | +6.0% |
| 30D | -14.9% | -5.2% | -9.6% | -13.1% |
| 3M | -31.6% | -6.2% | -25.4% | -29.9% |
| 6M | -4.9% | +20.4% | -25.4% | -11.3% |
| YTD | -32.4% | +30.6% | -63.1% | -38.7% |
| 1Y | +14.6% | +37.4% | -22.8% | +1.6% |
| 3Y | +1,839.6% | +66.1% | +1,773.5% | +1,525.7% |
| 5Y | +81.2% | +73.7% | +7.5% | +54.1% |
| All | +74.1% | +90.4% | -16.3% | +48.6% |
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