-3.1%
QBTS vs HST
+122.1%
-125.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.6% | -7.2% |
| 7D | +8.7% | +3.6% | +5.1% | +7.2% |
| 30D | -26.5% | +9.9% | -36.4% | -28.9% |
| 3M | -52.6% | +12.9% | -65.5% | -54.6% |
| 6M | -56.0% | +22.9% | -78.8% | -59.2% |
| YTD | -62.4% | +52.4% | -114.8% | -67.7% |
| 1Y | -62.7% | +52.5% | -115.3% | -68.1% |
| 3Y | +1,266.7% | +87.4% | +1,179.2% | +990.0% |
| 5Y | +0.2% | +82.9% | -82.7% | -19.1% |
| All | -3.1% | +122.1% | -125.1% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling