+8.1%
QBTS vs HTZ
-92.5%
+100.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -8.4% | +26.4% | +19.7% |
| 7D | +0.3% | -14.6% | +14.9% | +3.2% |
| 30D | -29.8% | -20.8% | -9.1% | -26.8% |
| 3M | -45.0% | -18.8% | -26.2% | -43.5% |
| 6M | -55.2% | -74.7% | +19.5% | -43.4% |
| YTD | -59.2% | -68.1% | +8.9% | -51.4% |
| 1Y | -62.4% | -73.5% | +11.1% | -53.6% |
| 3Y | +1,264.0% | -81.8% | +1,345.8% | +1,512.6% |
| 5Y | +8.8% | -95.2% | +104.0% | +41.7% |
| All | +8.1% | -92.5% | +100.6% | +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