+6.1%
QBTS vs HTZ
-93.2%
+99.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -8.0% | -0.7% | -7.0% |
| 7D | +1.1% | -27.5% | +28.6% | +7.7% |
| 30D | -28.1% | -21.9% | -6.2% | -24.7% |
| 3M | -48.1% | -29.2% | -18.8% | -45.2% |
| 6M | -53.6% | -75.2% | +21.6% | -41.1% |
| YTD | -59.9% | -70.8% | +10.9% | -51.4% |
| 1Y | -64.3% | -76.1% | +11.8% | -55.0% |
| 3Y | +1,355.6% | -82.5% | +1,438.1% | +1,638.7% |
| 5Y | +6.6% | -94.1% | +100.7% | +41.5% |
| All | +6.1% | -93.2% | +99.3% | +41.0% |
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