-5.8%
QBTS vs HUBB
+201.0%
-206.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -10.5% | +1.8% | -12.2% | -11.3% |
| 30D | -20.5% | -7.7% | -12.8% | -16.4% |
| 3M | -54.3% | -13.6% | -40.7% | -49.9% |
| 6M | -55.4% | -9.1% | -46.3% | -52.6% |
| YTD | -63.4% | -0.7% | -62.7% | -63.6% |
| 1Y | -59.1% | +1.1% | -60.2% | -59.5% |
| 3Y | +1,216.8% | +56.2% | +1,160.6% | +1,030.9% |
| 5Y | -2.6% | +126.6% | -129.3% | -13.7% |
| All | -5.8% | +201.0% | -206.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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