-8.4%
QBTS vs HTZ
-91.9%
+83.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -20.8% | +8.0% | -8.5% |
| 7D | -21.7% | -7.7% | -14.0% | -20.4% |
| 30D | -42.7% | -13.1% | -29.6% | -41.1% |
| 3M | -57.7% | +14.7% | -72.4% | -60.0% |
| 6M | -58.0% | -70.6% | +12.6% | -48.3% |
| YTD | -65.4% | -65.2% | -0.2% | -59.4% |
| 1Y | -70.8% | -73.2% | +2.4% | -64.0% |
| 3Y | +930.8% | -80.8% | +1,011.6% | +1,108.8% |
| 5Y | -7.8% | -94.8% | +87.0% | +18.4% |
| All | -8.4% | -91.9% | +83.5% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling