+3.3%
QBTS vs HUT
+870.4%
-867.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.2% | -8.5% |
| 7D | +1.1% | -10.9% | +12.0% | +3.3% |
| 30D | -28.1% | -32.6% | +4.6% | -21.5% |
| 3M | -48.1% | -33.7% | -14.4% | -43.9% |
| 6M | -53.6% | -42.3% | -11.2% | -48.4% |
| YTD | -59.9% | +23.6% | -83.5% | -62.7% |
| 1Y | -64.3% | +20.4% | -84.7% | -66.7% |
| 3Y | +1,355.6% | +423.2% | +932.3% | +958.4% |
| 5Y | +6.6% | -19.4% | +26.0% | -21.6% |
| All | +3.3% | +870.4% | -867.2% | -26.3% |
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