+65.5%
QBTS vs HUBS
-42.5%
+108.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +1.3% | -9.0% | +10.3% | +3.6% |
| 30D | -19.0% | +7.2% | -26.2% | -21.0% |
| 3M | -29.5% | +20.9% | -50.3% | -34.5% |
| 6M | -11.2% | -13.0% | +1.9% | -12.3% |
| YTD | -35.8% | -43.8% | +8.1% | -28.9% |
| 1Y | +1.7% | -54.6% | +56.3% | +19.2% |
| 3Y | +1,470.1% | -58.5% | +1,528.6% | +1,811.6% |
| 5Y | +72.3% | -66.4% | +138.7% | +111.1% |
| All | +65.5% | -42.5% | +108.0% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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