+446.8%
HPE vs QBTS
+72.4%
+374.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +6.6% | +1.2% | +7.4% |
| 7D | +10.1% | +6.8% | +3.3% | +9.8% |
| 30D | +5.3% | -14.9% | +20.2% | +6.2% |
| 3M | +12.7% | -31.6% | +44.3% | +14.6% |
| 6M | +167.7% | -4.9% | +172.6% | +166.5% |
| YTD | +135.5% | -32.4% | +167.9% | +137.3% |
| 1Y | +143.4% | +14.6% | +128.8% | +138.3% |
| 3Y | +249.2% | +1,839.6% | -1,590.5% | +204.7% |
| 5Y | +343.8% | +81.2% | +262.6% | +263.0% |
| All | +446.8% | +72.4% | +374.4% | +372.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling