+207.9%
HIMS vs QBTS
+77.0%
+130.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.2% | -0.6% |
| 7D | -2.7% | +3.8% | -6.5% | -3.2% |
| 30D | -12.2% | -15.2% | +3.0% | -10.4% |
| 3M | -3.7% | -27.2% | +23.5% | 0.0% |
| 6M | +25.9% | -10.1% | +36.0% | +26.4% |
| YTD | -14.1% | -34.5% | +20.5% | -11.2% |
| 1Y | -41.6% | +6.0% | -47.6% | -43.0% |
| 3Y | +327.3% | +1,779.3% | -1,452.0% | +211.0% |
| 5Y | +207.9% | +75.4% | +132.5% | +106.0% |
| All | +207.9% | +77.0% | +130.9% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling