+13.0%
QBTS vs HWM
+749.5%
-736.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.1% | +2.3% | +5.3% |
| 7D | +13.7% | +1.6% | +12.1% | +13.3% |
| 30D | -21.3% | -3.9% | -17.3% | -20.1% |
| 3M | -44.7% | -23.2% | -21.5% | -39.1% |
| 6M | -49.2% | -20.0% | -29.2% | -45.2% |
| YTD | -56.1% | +5.7% | -61.8% | -58.4% |
| 1Y | -61.1% | +4.9% | -66.0% | -62.8% |
| 3Y | +1,511.0% | +347.0% | +1,164.0% | +928.1% |
| 5Y | +16.6% | +563.0% | -546.5% | -26.4% |
| All | +13.0% | +749.5% | -736.5% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling