+407.5%
HPE vs QBTS
+61.8%
+345.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.4% |
| 7D | -0.6% | -2.4% | +1.8% | -0.5% |
| 30D | -2.3% | -22.5% | +20.2% | -1.0% |
| 3M | -2.9% | -40.0% | +37.2% | -0.6% |
| 6M | +143.6% | -12.3% | +155.9% | +143.5% |
| YTD | +118.5% | -36.6% | +155.1% | +121.0% |
| 1Y | +129.2% | +8.4% | +120.8% | +125.1% |
| 3Y | +212.5% | +1,380.4% | -1,167.8% | +174.5% |
| 5Y | +286.9% | +69.7% | +217.2% | +217.5% |
| All | +407.5% | +61.8% | +345.7% | +340.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling