+64.9%
HD vs RPRX
+79.2%
-14.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.5% |
| 7D | +3.6% | +3.4% | +0.2% | +2.9% |
| 30D | +21.6% | +20.8% | +0.8% | +17.2% |
| 3M | +0.1% | +21.6% | -21.5% | -3.7% |
| 6M | +13.0% | +36.5% | -23.6% | +6.1% |
| YTD | +4.9% | +80.4% | -75.5% | -6.7% |
| 1Y | -2.1% | +81.8% | -83.9% | -13.1% |
| 3Y | +32.6% | +170.9% | -138.3% | +7.5% |
| 5Y | +8.2% | +95.2% | -87.0% | -5.8% |
| All | +64.9% | +79.2% | -14.2% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling