+13.0%
QBTS vs HUT
+874.7%
-861.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.3% | -0.9% | +5.4% |
| 7D | +13.7% | +3.7% | +10.0% | +11.8% |
| 30D | -21.3% | -32.3% | +11.1% | -14.2% |
| 3M | -44.7% | -35.6% | -9.1% | -39.9% |
| 6M | -49.2% | -42.1% | -7.1% | -43.6% |
| YTD | -56.1% | +24.1% | -80.3% | -59.3% |
| 1Y | -61.1% | +27.9% | -89.0% | -64.2% |
| 3Y | +1,511.0% | +409.1% | +1,101.8% | +1,072.4% |
| 5Y | +16.6% | -25.9% | +42.5% | -14.3% |
| All | +13.0% | +874.7% | -861.7% | -19.4% |
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