+5.2%
QBTS vs HST
+114.3%
-109.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | 0.0% | +18.1% | +18.0% |
| 7D | +0.3% | -2.7% | +3.0% | +1.6% |
| 30D | -29.8% | +10.7% | -40.5% | -32.3% |
| 3M | -45.0% | +6.3% | -51.2% | -46.0% |
| 6M | -55.2% | +19.0% | -74.2% | -58.0% |
| YTD | -59.2% | +47.0% | -106.2% | -64.4% |
| 1Y | -62.4% | +53.4% | -115.8% | -67.8% |
| 3Y | +1,264.0% | +78.0% | +1,186.0% | +1,006.5% |
| 5Y | +8.8% | +71.7% | -62.9% | -10.8% |
| All | +5.2% | +114.3% | -109.0% | -13.8% |
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