+75.4%
QBTS vs HSY
+10.6%
+64.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.3% |
| 7D | +3.8% | -3.0% | +6.8% | +2.9% |
| 30D | -15.2% | -5.0% | -10.2% | -16.5% |
| 3M | -27.2% | -1.3% | -25.9% | -27.3% |
| 6M | -10.1% | -21.5% | +11.4% | -15.5% |
| YTD | -34.5% | -3.3% | -31.3% | -34.1% |
| 1Y | +6.0% | -5.5% | +11.5% | +6.1% |
| 3Y | +1,779.3% | -9.9% | +1,789.2% | +1,734.7% |
| 5Y | +75.4% | +11.3% | +64.1% | +59.6% |
| All | +75.4% | +10.6% | +64.8% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling