+331.4%
HIMS vs QBTS
+1,810.3%
-1,478.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.6% | -4.9% | +0.5% |
| 7D | -0.9% | +6.8% | -7.8% | -2.2% |
| 30D | -10.8% | -14.9% | +4.1% | -8.2% |
| 3M | +3.7% | -31.6% | +35.3% | +10.3% |
| 6M | +79.0% | -4.9% | +83.9% | +78.1% |
| YTD | -13.2% | -32.4% | +19.2% | -9.8% |
| 1Y | -43.3% | +14.6% | -57.8% | -46.2% |
| All | +331.4% | +1,810.3% | -1,478.9% | +139.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling