+75.4%
QBTS vs HBM
+392.2%
-316.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | +3.8% | +5.5% | -1.7% | +1.7% |
| 30D | -15.2% | +3.3% | -18.5% | -16.1% |
| 3M | -27.2% | +12.7% | -39.9% | -30.8% |
| 6M | -10.1% | +28.2% | -38.3% | -18.4% |
| YTD | -34.5% | +45.3% | -79.8% | -43.1% |
| 1Y | +6.0% | +121.7% | -115.7% | -20.0% |
| 3Y | +1,779.3% | +523.5% | +1,255.7% | +947.2% |
| 5Y | +75.4% | +393.9% | -318.5% | -2.7% |
| All | +75.4% | +392.2% | -316.8% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling