+65.5%
QBTS vs HUBB
+217.2%
-151.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | -0.2% |
| 7D | +1.3% | -0.1% | +1.4% | +1.4% |
| 30D | -19.0% | -10.0% | -9.0% | -13.6% |
| 3M | -29.5% | -1.6% | -27.9% | -28.8% |
| 6M | -11.2% | -3.1% | -8.1% | -10.7% |
| YTD | -35.8% | +4.6% | -40.3% | -38.1% |
| 1Y | +1.7% | +3.3% | -1.7% | -0.7% |
| 3Y | +1,470.1% | +46.6% | +1,423.5% | +1,237.3% |
| 5Y | +72.3% | +158.7% | -86.4% | +48.1% |
| All | +65.5% | +217.2% | -151.6% | +45.4% |
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