-3.1%
QBTS vs HWM
+776.5%
-779.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -7.4% |
| 7D | +8.7% | +11.1% | -2.4% | +4.3% |
| 30D | -26.5% | +3.0% | -29.4% | -27.5% |
| 3M | -52.6% | -20.7% | -31.8% | -48.4% |
| 6M | -56.0% | -17.2% | -38.8% | -53.2% |
| YTD | -62.4% | +9.1% | -71.4% | -64.8% |
| 1Y | -62.7% | +9.0% | -71.8% | -65.0% |
| 3Y | +1,266.7% | +353.8% | +912.8% | +763.0% |
| 5Y | +0.2% | +608.0% | -607.8% | -37.7% |
| All | -3.1% | +776.5% | -779.5% | -41.0% |
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