+70.2%
QBTS vs HUT
+71.6%
-1.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -3.4% |
| 7D | -2.4% | +17.8% | -20.2% | -7.6% |
| 30D | -22.5% | +0.8% | -23.3% | -23.5% |
| 3M | -40.0% | -26.8% | -13.2% | -35.4% |
| 6M | -12.3% | +72.6% | -84.9% | -28.3% |
| YTD | -36.6% | +103.6% | -140.2% | -50.7% |
| 1Y | +8.4% | +265.3% | -256.8% | -28.1% |
| 3Y | +1,380.4% | +689.4% | +690.9% | +700.3% |
| All | +70.2% | +71.6% | -1.4% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling