+64.1%
QBTS vs BHP
+120.4%
-56.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | -0.3% |
| 7D | -1.0% | -3.7% | +2.8% | +0.8% |
| 30D | -17.6% | -0.8% | -16.8% | -17.2% |
| 3M | -28.3% | +7.6% | -35.9% | -30.4% |
| 6M | -11.2% | +20.8% | -32.0% | -16.5% |
| YTD | -36.3% | +50.8% | -87.1% | -44.3% |
| 1Y | +3.9% | +70.9% | -67.1% | -12.6% |
| 3Y | +1,728.8% | +78.0% | +1,650.8% | +1,410.8% |
| 5Y | +70.9% | +113.1% | -42.2% | +42.5% |
| All | +64.1% | +120.4% | -56.3% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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