+70.2%
QBTS vs HWM
+743.6%
-673.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.2% |
| 7D | -2.4% | -2.1% | -0.3% | -1.8% |
| 30D | -22.5% | -11.0% | -11.5% | -18.4% |
| 3M | -40.0% | +4.0% | -44.1% | -41.8% |
| 6M | -12.3% | -0.2% | -12.1% | -13.5% |
| YTD | -36.6% | +26.7% | -63.2% | -44.7% |
| 1Y | +8.4% | +44.7% | -36.3% | -10.0% |
| 3Y | +1,380.4% | +426.1% | +954.3% | +695.2% |
| All | +70.2% | +743.6% | -673.4% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling