+133.1%
HIMS vs QBTS
+61.8%
+71.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -3.9% | -2.4% | -1.5% | -3.6% |
| 30D | -12.4% | -22.5% | +10.0% | -9.6% |
| 3M | -1.1% | -40.0% | +38.9% | +5.0% |
| 6M | +68.4% | -12.3% | +80.8% | +69.9% |
| YTD | -14.7% | -36.6% | +21.9% | -11.4% |
| 1Y | -42.4% | +8.4% | -50.8% | -43.9% |
| 3Y | +304.5% | +1,380.4% | -1,075.8% | +193.3% |
| 5Y | +237.5% | +69.7% | +167.8% | +163.4% |
| All | +133.1% | +61.8% | +71.3% | +83.2% |
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