+74.1%
QBTS vs HUBB
+220.2%
-146.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +6.0% |
| 7D | +6.8% | +4.8% | +2.0% | +3.8% |
| 30D | -14.9% | -9.3% | -5.6% | -9.7% |
| 3M | -31.6% | -3.9% | -27.7% | -30.0% |
| 6M | -4.9% | -0.8% | -4.1% | -5.8% |
| YTD | -32.4% | +5.6% | -38.0% | -35.3% |
| 1Y | +14.6% | +7.7% | +6.9% | +9.4% |
| 3Y | +1,839.6% | +47.5% | +1,792.2% | +1,543.2% |
| 5Y | +81.2% | +153.7% | -72.4% | +54.7% |
| All | +74.1% | +220.2% | -146.1% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling