+65.5%
QBTS vs HBM
+305.4%
-239.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +1.3% | -3.3% | +4.6% | +2.5% |
| 30D | -19.0% | -4.8% | -14.2% | -17.5% |
| 3M | -29.5% | -0.4% | -29.0% | -29.5% |
| 6M | -11.2% | +17.9% | -29.0% | -15.6% |
| YTD | -35.8% | +33.7% | -69.5% | -41.1% |
| 1Y | +1.7% | +95.6% | -93.9% | -16.1% |
| 3Y | +1,470.1% | +458.1% | +1,012.0% | +912.8% |
| 5Y | +72.3% | +329.0% | -256.7% | +10.7% |
| All | +65.5% | +305.4% | -239.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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