+72.0%
QBTS vs HUM
+6.5%
+65.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.4% | +0.8% |
| 7D | +1.3% | +2.1% | -0.7% | +1.3% |
| 30D | -19.0% | +5.4% | -24.4% | -19.1% |
| 3M | -29.5% | +11.4% | -40.9% | -29.6% |
| 6M | -11.2% | +141.5% | -152.7% | -13.2% |
| YTD | -35.8% | +61.2% | -96.9% | -36.9% |
| 1Y | +1.7% | +49.2% | -47.5% | -0.4% |
| 3Y | +1,470.1% | -9.0% | +1,479.1% | +1,402.9% |
| All | +72.0% | +6.5% | +65.4% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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