+438.9%
HPE vs QBTS
+62.5%
+376.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.7% | -3.6% | -6.1% |
| 7D | +1.4% | -1.0% | +2.4% | +1.5% |
| 30D | +1.5% | -17.6% | +19.2% | +2.6% |
| 3M | +21.7% | -28.3% | +50.1% | +23.5% |
| 6M | +164.2% | -11.2% | +175.4% | +164.0% |
| YTD | +132.1% | -36.3% | +168.3% | +134.7% |
| 1Y | +130.6% | +3.9% | +126.8% | +126.9% |
| 3Y | +244.1% | +1,728.8% | -1,484.6% | +201.3% |
| 5Y | +340.8% | +70.9% | +269.9% | +261.7% |
| All | +438.9% | +62.5% | +376.4% | +367.1% |
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