+74.1%
QBTS vs HUT
+1,600.7%
-1,526.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.4% | +0.2% | +5.1% |
| 7D | +6.8% | +28.3% | -21.4% | +0.6% |
| 30D | -14.9% | +12.3% | -27.2% | -17.8% |
| 3M | -31.6% | -16.8% | -14.8% | -29.8% |
| 6M | -4.9% | +111.4% | -116.3% | -21.1% |
| YTD | -32.4% | +116.6% | -149.0% | -44.2% |
| 1Y | +14.6% | +290.5% | -275.9% | -15.3% |
| 3Y | +1,839.6% | +792.3% | +1,047.3% | +1,152.4% |
| 5Y | +81.2% | +94.1% | -12.9% | +17.6% |
| All | +74.1% | +1,600.7% | -1,526.6% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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