-3.2%
QBTS vs HTZ
-93.2%
+89.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.3% |
| 7D | -10.5% | -8.5% | -2.0% | -8.8% |
| 30D | -20.5% | -18.9% | -1.6% | -17.5% |
| 3M | -54.3% | -36.0% | -18.2% | -50.3% |
| 6M | -55.4% | -74.6% | +19.2% | -43.7% |
| YTD | -63.4% | -70.8% | +7.4% | -55.6% |
| 1Y | -59.1% | -75.3% | +16.2% | -48.8% |
| 3Y | +1,216.8% | -81.6% | +1,298.4% | +1,459.4% |
| 5Y | -2.6% | -94.4% | +91.8% | +29.3% |
| All | -3.2% | -93.2% | +89.9% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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