+63.3%
QBTS vs USHY
+28.6%
+34.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.4% | -0.1% | -2.3% | -2.1% |
| 30D | -22.5% | +0.1% | -22.6% | -22.5% |
| 3M | -40.0% | +0.8% | -40.8% | -40.7% |
| 6M | -12.3% | +1.7% | -14.1% | -14.2% |
| YTD | -36.6% | +2.5% | -39.1% | -38.7% |
| 1Y | +8.4% | +4.4% | +4.0% | +1.8% |
| 3Y | +1,380.4% | +27.4% | +1,353.0% | +966.6% |
| 5Y | +69.7% | +21.7% | +48.0% | +27.7% |
| All | +63.3% | +28.6% | +34.8% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling