+130.8%
HIMS vs QBTS
+62.5%
+68.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.0% | -1.3% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | -10.1% | -17.6% | +7.6% | -7.8% |
| 3M | -1.2% | -28.3% | +27.1% | +2.9% |
| 6M | +16.9% | -11.2% | +28.1% | +17.6% |
| YTD | -15.5% | -36.3% | +20.8% | -12.4% |
| 1Y | -42.6% | +3.9% | -46.4% | -43.8% |
| 3Y | +320.2% | +1,728.8% | -1,408.5% | +202.0% |
| 5Y | +215.0% | +70.9% | +144.2% | +145.1% |
| All | +130.8% | +62.5% | +68.2% | +81.3% |
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