+65.9%
HIMS vs QBTS
-6.7%
+72.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.4% |
| 7D | -24.1% | -10.5% | -13.6% | -23.0% |
| 30D | -28.8% | -20.5% | -8.3% | -26.7% |
| 3M | -31.4% | -54.3% | +22.8% | -24.3% |
| 6M | -18.3% | -55.4% | +37.1% | -10.3% |
| YTD | -39.2% | -63.4% | +24.2% | -32.4% |
| 1Y | -45.3% | -59.1% | +13.9% | -40.1% |
| 3Y | +181.9% | +1,216.8% | -1,034.9% | +116.2% |
| 5Y | +166.6% | -2.6% | +169.3% | +124.5% |
| All | +65.9% | -6.7% | +72.7% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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