-2.9%
QBTS vs HTZ
-94.4%
+91.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.3% |
| 7D | -10.5% | -8.5% | -2.0% | -8.6% |
| 30D | -20.5% | -18.9% | -1.6% | -17.2% |
| 3M | -54.3% | -36.0% | -18.2% | -49.9% |
| 6M | -55.4% | -74.6% | +19.2% | -42.4% |
| YTD | -63.4% | -70.8% | +7.4% | -54.8% |
| 1Y | -59.1% | -75.3% | +16.2% | -47.7% |
| 3Y | +1,216.8% | -81.6% | +1,298.4% | +1,514.5% |
| All | -2.9% | -94.4% | +91.5% | +42.4% |
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