+65.9%
HIMS vs QBTS
-4.0%
+69.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.6% | +2.4% | -4.2% |
| 7D | -18.0% | +8.7% | -26.7% | -18.9% |
| 30D | -33.6% | -26.5% | -7.1% | -30.9% |
| 3M | -34.2% | -52.6% | +18.4% | -27.7% |
| 6M | -21.2% | -56.0% | +34.8% | -13.4% |
| YTD | -39.2% | -62.4% | +23.1% | -32.6% |
| 1Y | -49.4% | -62.7% | +13.3% | -44.2% |
| 3Y | +189.7% | +1,266.7% | -1,076.9% | +121.4% |
| 5Y | +166.6% | +0.2% | +166.4% | +123.6% |
| All | +65.9% | -4.0% | +69.9% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling