+276.2%
HPE vs QBTS
-2.5%
+278.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -3.6% |
| 7D | +7.9% | -10.5% | +18.3% | +8.6% |
| 30D | -23.5% | -20.5% | -3.0% | -22.5% |
| 3M | -19.1% | -54.3% | +35.2% | -15.5% |
| 6M | +51.4% | -55.4% | +106.8% | +57.7% |
| YTD | +103.4% | -63.4% | +166.9% | +112.3% |
| 1Y | +114.4% | -59.1% | +173.5% | +122.0% |
| 3Y | +224.7% | +1,216.8% | -992.1% | +192.9% |
| All | +276.2% | -2.5% | +278.8% | +216.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling