+237.0%
HOOD vs QBTS
+81.2%
+155.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +6.6% | -10.5% | -4.8% |
| 7D | +13.4% | +6.8% | +6.5% | +12.3% |
| 30D | +25.8% | -14.9% | +40.7% | +28.5% |
| 3M | +38.0% | -31.6% | +69.6% | +44.0% |
| 6M | +52.2% | -4.9% | +57.2% | +50.8% |
| YTD | +3.7% | -32.4% | +36.2% | +6.8% |
| 1Y | +0.1% | +14.6% | -14.5% | -3.9% |
| 3Y | +992.6% | +1,839.6% | -847.1% | +637.9% |
| 5Y | +193.0% | +81.2% | +111.8% | +91.7% |
| All | +237.0% | +81.2% | +155.8% | +120.9% |
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