+5.2%
QBTS vs HWM
+708.0%
-702.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +2.4% | +15.6% | +17.0% |
| 7D | +0.3% | +3.3% | -3.0% | -0.9% |
| 30D | -29.8% | -7.6% | -22.2% | -27.7% |
| 3M | -45.0% | -28.9% | -16.0% | -37.5% |
| 6M | -55.2% | -19.7% | -35.5% | -52.0% |
| YTD | -59.2% | +0.5% | -59.7% | -60.5% |
| 1Y | -62.4% | +0.3% | -62.6% | -63.4% |
| 3Y | +1,264.0% | +325.8% | +938.1% | +787.4% |
| 5Y | +8.8% | +524.7% | -516.0% | -30.0% |
| All | +5.2% | +708.0% | -702.7% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling