+65.5%
QBTS vs HCA
+179.5%
-114.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.9% |
| 7D | +1.3% | +5.4% | -4.1% | +1.4% |
| 30D | -19.0% | +3.0% | -22.0% | -19.0% |
| 3M | -29.5% | +13.0% | -42.5% | -29.4% |
| 6M | -11.2% | -20.3% | +9.1% | -10.3% |
| YTD | -35.8% | -8.2% | -27.5% | -35.4% |
| 1Y | +1.7% | +6.7% | -5.0% | +1.8% |
| 3Y | +1,470.1% | +60.4% | +1,409.7% | +1,426.1% |
| 5Y | +72.3% | +73.4% | -1.1% | +68.7% |
| All | +65.5% | +179.5% | -114.0% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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