+68.7%
QBTS vs HDB
-29.2%
+97.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.6% |
| 7D | +3.8% | -4.9% | +8.7% | +5.3% |
| 30D | -15.2% | -5.8% | -9.4% | -13.8% |
| 3M | -27.2% | -5.2% | -22.0% | -26.5% |
| 6M | -10.1% | -25.7% | +15.6% | -2.5% |
| YTD | -34.5% | -39.6% | +5.0% | -25.4% |
| 1Y | +6.0% | -36.9% | +42.9% | +19.2% |
| 3Y | +1,779.3% | -29.7% | +1,809.0% | +1,887.6% |
| 5Y | +75.4% | -37.8% | +113.2% | +88.6% |
| All | +68.7% | -29.2% | +97.9% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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