-5.8%
QBTS vs HRB
+285.0%
-290.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -3.1% |
| 7D | -10.5% | -5.1% | -5.4% | -11.4% |
| 30D | -20.5% | +8.7% | -29.2% | -19.1% |
| 3M | -54.3% | -5.4% | -48.9% | -54.5% |
| 6M | -55.4% | +41.6% | -97.0% | -51.8% |
| YTD | -63.4% | +18.7% | -82.1% | -61.5% |
| 1Y | -59.1% | +16.4% | -75.6% | -56.9% |
| 3Y | +1,216.8% | +22.0% | +1,194.8% | +1,253.6% |
| 5Y | -2.6% | +141.2% | -143.9% | +4.6% |
| All | -5.8% | +285.0% | -290.8% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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