+1,457.0%
QBTS vs USHY
+27.0%
+1,430.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | +0.4% |
| 7D | -1.0% | -0.7% | -0.2% | +3.9% |
| 30D | -17.6% | -0.5% | -17.1% | -14.5% |
| 3M | -28.3% | +0.5% | -28.9% | -29.6% |
| 6M | -11.2% | +1.5% | -12.7% | -15.6% |
| YTD | -36.3% | +1.7% | -38.0% | -39.8% |
| 1Y | +3.9% | +3.5% | +0.3% | -9.3% |
| All | +1,457.0% | +27.0% | +1,430.0% | +333.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 3y: compounded portfolio wealth divided by compounded USHY 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…
3y analysis · Full analysis span regression · 6 months rolling