+63.3%
QBTS vs HBM
+319.2%
-255.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -2.4% | -6.4% | +3.9% | -0.2% |
| 30D | -22.5% | +5.9% | -28.4% | -23.9% |
| 3M | -40.0% | -8.9% | -31.1% | -38.2% |
| 6M | -12.3% | +10.7% | -23.0% | -15.4% |
| YTD | -36.6% | +38.3% | -74.9% | -42.6% |
| 1Y | +8.4% | +121.3% | -112.9% | -13.7% |
| 3Y | +1,380.4% | +450.6% | +929.8% | +848.5% |
| 5Y | +69.7% | +338.0% | -268.3% | +7.8% |
| All | +63.3% | +319.2% | -255.8% | +4.0% |
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