-5.8%
QBTS vs HSY
+34.7%
-40.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.7% |
| 7D | -10.5% | -2.1% | -8.3% | -11.1% |
| 30D | -20.5% | +6.1% | -26.6% | -18.7% |
| 3M | -54.3% | -5.6% | -48.6% | -54.7% |
| 6M | -55.4% | -9.5% | -45.9% | -56.2% |
| YTD | -63.4% | -2.1% | -61.3% | -62.9% |
| 1Y | -59.1% | +0.8% | -59.9% | -58.2% |
| 3Y | +1,216.8% | -2.1% | +1,218.9% | +1,247.8% |
| 5Y | -2.6% | +11.2% | -13.9% | -9.3% |
| All | -5.8% | +34.7% | -40.5% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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