-5.8%
QBTS vs HBM
+226.8%
-232.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.4% |
| 7D | -10.5% | +2.2% | -12.7% | -11.0% |
| 30D | -20.5% | -11.8% | -8.7% | -16.5% |
| 3M | -54.3% | -19.2% | -35.0% | -50.3% |
| 6M | -55.4% | -22.9% | -32.5% | -50.9% |
| YTD | -63.4% | +7.8% | -71.2% | -63.7% |
| 1Y | -59.1% | +34.9% | -94.0% | -61.9% |
| 3Y | +1,216.8% | +422.2% | +794.6% | +804.4% |
| 5Y | -2.6% | +192.8% | -195.5% | -31.8% |
| All | -5.8% | +226.8% | -232.6% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling