+65.5%
QBTS vs HPQ
+89.8%
-24.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.4% | -7.6% | -2.5% |
| 7D | +1.3% | +9.8% | -8.4% | -2.8% |
| 30D | -19.0% | +22.4% | -41.3% | -26.1% |
| 3M | -29.5% | +45.2% | -74.6% | -40.7% |
| 6M | -11.2% | +96.4% | -107.6% | -34.5% |
| YTD | -35.8% | +65.4% | -101.1% | -49.3% |
| 1Y | +1.7% | +31.6% | -29.9% | -11.9% |
| 3Y | +1,470.1% | +37.0% | +1,433.1% | +1,223.7% |
| 5Y | +72.3% | +53.0% | +19.3% | +46.2% |
| All | +65.5% | +89.8% | -24.3% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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