+16.6%
QBTS vs HTZ
-95.0%
+111.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.5% |
| 7D | +13.7% | -16.4% | +30.1% | +17.8% |
| 30D | -21.3% | -15.1% | -6.2% | -18.9% |
| 3M | -44.7% | -28.2% | -16.6% | -41.7% |
| 6M | -49.2% | -73.1% | +23.9% | -35.5% |
| YTD | -56.1% | -68.3% | +12.2% | -47.0% |
| 1Y | -61.1% | -75.2% | +14.1% | -50.5% |
| 3Y | +1,511.0% | -81.1% | +1,592.1% | +1,848.3% |
| 5Y | +16.6% | -95.0% | +111.6% | +63.3% |
| All | +16.6% | -95.0% | +111.6% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling