+63.3%
QBTS vs HST
+90.2%
-26.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -2.4% | -1.0% | -1.4% | -2.0% |
| 30D | -22.5% | -12.3% | -10.2% | -18.5% |
| 3M | -40.0% | -6.4% | -33.7% | -38.5% |
| 6M | -12.3% | +15.0% | -27.3% | -16.8% |
| YTD | -36.6% | +30.5% | -67.1% | -42.4% |
| 1Y | +8.4% | +35.7% | -27.2% | -3.4% |
| 3Y | +1,380.4% | +68.4% | +1,312.0% | +1,138.2% |
| 5Y | +69.7% | +73.1% | -3.4% | +44.4% |
| All | +63.3% | +90.2% | -26.8% | +39.5% |
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