+74.1%
QBTS vs HCA
+163.2%
-89.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.3% | +6.6% |
| 7D | +6.8% | -2.8% | +9.6% | +6.8% |
| 30D | -14.9% | -2.7% | -12.1% | -14.9% |
| 3M | -31.6% | +11.5% | -43.1% | -31.5% |
| 6M | -4.9% | -24.3% | +19.3% | -4.1% |
| YTD | -32.4% | -13.6% | -18.8% | -32.1% |
| 1Y | +14.6% | -3.2% | +17.8% | +14.8% |
| 3Y | +1,839.6% | +50.4% | +1,789.2% | +1,784.1% |
| 5Y | +81.2% | +64.8% | +16.5% | +77.2% |
| All | +74.1% | +163.2% | -89.1% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling