+133.6%
HOOD vs QBTS
+0.9%
+132.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.6% | +3.8% | -2.8% |
| 7D | +3.8% | +8.7% | -5.0% | +2.4% |
| 30D | -26.4% | -26.5% | +0.1% | -23.3% |
| 3M | -14.3% | -52.6% | +38.3% | -5.5% |
| 6M | +3.9% | -56.0% | +59.9% | +14.0% |
| YTD | -28.1% | -62.4% | +34.3% | -20.1% |
| 1Y | -38.8% | -62.7% | +23.9% | -32.3% |
| 3Y | +888.5% | +1,266.7% | -378.2% | +615.7% |
| 5Y | +131.0% | +0.2% | +130.8% | +61.7% |
| All | +133.6% | +0.9% | +132.7% | +65.2% |
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