+49.8%
HD vs QBTS
+4.2%
+45.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.0% | -19.9% | -2.1% |
| 7D | +4.3% | +0.3% | +4.1% | +4.3% |
| 30D | +20.2% | -29.8% | +50.0% | +20.8% |
| 3M | -1.0% | -45.0% | +44.0% | -0.2% |
| 6M | +7.9% | -55.2% | +63.1% | +8.8% |
| YTD | +2.0% | -59.2% | +61.1% | +2.7% |
| 1Y | -4.3% | -62.4% | +58.1% | -3.7% |
| 3Y | +25.9% | +1,264.0% | -1,238.1% | +14.5% |
| 5Y | +5.8% | +8.8% | -2.9% | -9.6% |
| All | +49.8% | +4.2% | +45.6% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling