+67.8%
QBTS vs HTZ
-89.5%
+157.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | -2.4% | +7.5% | -9.9% | -3.9% |
| 30D | -22.5% | +47.4% | -69.9% | -30.1% |
| 3M | -40.0% | -54.9% | +14.9% | -32.3% |
| 6M | -12.3% | -47.0% | +34.7% | -4.8% |
| YTD | -36.6% | -55.3% | +18.7% | -28.9% |
| 1Y | +8.4% | -57.6% | +66.1% | +20.5% |
| 3Y | +1,380.4% | -86.6% | +1,467.0% | +1,702.3% |
| 5Y | +69.7% | -86.1% | +155.8% | +107.8% |
| All | +67.8% | -89.5% | +157.4% | +106.0% |
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 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