-5.8%
QBTS vs BHP
+100.6%
-106.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.6% | -2.2% |
| 7D | -10.5% | -0.5% | -10.0% | -10.0% |
| 30D | -20.5% | -4.5% | -16.0% | -18.4% |
| 3M | -54.3% | -6.9% | -47.4% | -52.3% |
| 6M | -55.4% | -10.6% | -44.9% | -52.5% |
| YTD | -63.4% | +37.2% | -100.6% | -66.4% |
| 1Y | -59.1% | +48.0% | -107.2% | -63.3% |
| 3Y | +1,216.8% | +52.6% | +1,164.2% | +1,054.0% |
| 5Y | -2.6% | +116.5% | -119.1% | -14.6% |
| All | -5.8% | +100.6% | -106.4% | -15.1% |
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