+70.9%
QBTS vs HUBB
+148.7%
-77.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.3% |
| 7D | -1.0% | -1.7% | +0.7% | +0.2% |
| 30D | -17.6% | -12.7% | -5.0% | -9.8% |
| 3M | -28.3% | -2.9% | -25.4% | -26.9% |
| 6M | -11.2% | -4.8% | -6.4% | -9.8% |
| YTD | -36.3% | +2.8% | -39.1% | -38.3% |
| 1Y | +3.9% | +3.5% | +0.3% | +0.9% |
| 3Y | +1,728.8% | +43.5% | +1,685.2% | +1,429.0% |
| 5Y | +70.9% | +154.2% | -83.3% | +44.2% |
| All | +70.9% | +148.7% | -77.8% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling