+1,216.8%
QBTS vs HUT
+445.7%
+771.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.1% | +4.3% | +0.5% |
| 7D | -10.5% | +9.3% | -19.8% | -14.3% |
| 30D | -20.5% | -23.1% | +2.6% | -12.6% |
| 3M | -54.3% | -30.6% | -23.7% | -48.7% |
| 6M | -55.4% | -46.9% | -8.6% | -44.8% |
| YTD | -63.4% | +25.3% | -88.8% | -71.2% |
| 1Y | -59.1% | +59.8% | -119.0% | -71.6% |
| 3Y | +1,216.8% | +467.2% | +749.6% | +437.2% |
| All | +1,216.8% | +445.7% | +771.1% | +437.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling