+1,500.0%
QBTS vs HBM
+506.5%
+993.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.7% |
| 7D | +3.8% | +5.5% | -1.7% | +0.6% |
| 30D | -15.2% | +3.3% | -18.5% | -16.7% |
| 3M | -27.2% | +12.7% | -39.9% | -32.9% |
| 6M | -10.1% | +28.2% | -38.3% | -23.6% |
| YTD | -34.5% | +45.3% | -79.8% | -48.8% |
| 1Y | +6.0% | +121.7% | -115.7% | -35.5% |
| All | +1,500.0% | +506.5% | +993.5% | +277.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling