+3.3%
QBTS vs HDB
-16.7%
+20.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.7% | -9.3% | -8.8% |
| 7D | +1.1% | +12.7% | -11.7% | -2.4% |
| 30D | -28.1% | +16.6% | -44.7% | -31.4% |
| 3M | -48.1% | +10.8% | -58.9% | -49.7% |
| 6M | -53.6% | +3.8% | -57.4% | -54.4% |
| YTD | -59.9% | -28.9% | -31.0% | -56.5% |
| 1Y | -64.3% | -28.0% | -36.3% | -61.4% |
| 3Y | +1,355.6% | -7.2% | +1,362.7% | +1,341.9% |
| 5Y | +6.6% | -22.2% | +28.9% | +8.9% |
| All | +3.3% | -16.7% | +20.0% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling