+7.4%
HD vs RPRX
+74.2%
-66.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -1.0% |
| 7D | -1.2% | -2.8% | +1.6% | -0.5% |
| 30D | -11.1% | +7.2% | -18.3% | -12.7% |
| 3M | +2.0% | +10.9% | -8.9% | -0.8% |
| 6M | -10.5% | +34.6% | -45.0% | -17.4% |
| YTD | -6.9% | +59.0% | -65.8% | -17.8% |
| 1Y | -23.2% | +72.5% | -95.7% | -34.0% |
| 3Y | +3.1% | +124.1% | -121.0% | -19.1% |
| 5Y | +7.4% | +75.9% | -68.5% | -5.6% |
| All | +7.4% | +74.2% | -66.8% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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