+65.5%
QBTS vs JHX
+7.7%
+57.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | +1.3% | -6.3% | +7.6% | +3.8% |
| 30D | -19.0% | -7.7% | -11.3% | -16.5% |
| 3M | -29.5% | +19.2% | -48.6% | -33.9% |
| 6M | -11.2% | +38.3% | -49.4% | -21.6% |
| YTD | -35.8% | +37.2% | -73.0% | -43.2% |
| 1Y | +1.7% | +42.3% | -40.6% | -11.5% |
| 3Y | +1,470.1% | -4.4% | +1,474.5% | +1,364.4% |
| 5Y | +72.3% | -26.4% | +98.7% | +56.1% |
| All | +65.5% | +7.7% | +57.9% | +49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling