+36.8%
HD vs QBTS
+72.4%
-35.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.6% | -8.9% | -2.4% |
| 7D | -1.2% | +6.8% | -8.0% | -1.3% |
| 30D | -11.1% | -14.9% | +3.7% | -10.9% |
| 3M | +2.0% | -31.6% | +33.6% | +2.4% |
| 6M | -10.5% | -4.9% | -5.5% | -10.8% |
| YTD | -6.9% | -32.4% | +25.6% | -6.9% |
| 1Y | -23.2% | +14.6% | -37.8% | -24.2% |
| 3Y | +3.1% | +1,839.6% | -1,836.6% | -6.9% |
| 5Y | +7.4% | +81.2% | -73.8% | -9.1% |
| All | +36.8% | +72.4% | -35.5% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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