-65.1%
QBTS vs HWM
+5.4%
-70.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +1.6% |
| 7D | -11.8% | +9.4% | -21.2% | -14.9% |
| 30D | -33.6% | -7.0% | -26.7% | -31.5% |
| 3M | -52.5% | -25.9% | -26.6% | -45.2% |
| 6M | -50.4% | -10.8% | -39.6% | -51.1% |
| YTD | -60.3% | +4.3% | -64.6% | -73.0% |
| 1Y | -65.1% | +4.4% | -69.5% | -75.6% |
| All | -65.1% | +5.4% | -70.5% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling