+8.4%
QBTS vs JHX
+56.2%
-47.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.6% |
| 7D | -2.4% | +1.5% | -4.0% | -3.1% |
| 30D | -22.5% | +7.2% | -29.6% | -24.8% |
| 3M | -40.0% | +29.9% | -69.9% | -46.4% |
| 6M | -12.3% | +35.4% | -47.7% | -25.2% |
| YTD | -36.6% | +46.5% | -83.1% | -46.7% |
| 1Y | +8.4% | +55.5% | -47.1% | -1.4% |
| All | +8.4% | +56.2% | -47.8% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1y: compounded portfolio wealth divided by compounded JHX 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…
1y analysis · Full analysis span regression · 6 months rolling