+74.1%
QBTS vs HUM
+7.1%
+67.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.4% | +6.2% | +6.6% |
| 7D | +6.8% | +2.1% | +4.8% | +6.8% |
| 30D | -14.9% | +4.7% | -19.6% | -15.0% |
| 3M | -31.6% | +13.5% | -45.1% | -31.7% |
| 6M | -4.9% | +126.7% | -131.6% | -6.9% |
| YTD | -32.4% | +58.5% | -91.0% | -33.5% |
| 1Y | +14.6% | +31.7% | -17.2% | +12.6% |
| 3Y | +1,839.6% | -10.6% | +1,850.3% | +1,765.7% |
| 5Y | +81.2% | +2.5% | +78.7% | +73.9% |
| All | +74.1% | +7.1% | +67.0% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling