+49.8%
HD vs RPRX
+66.6%
-16.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.1% | +5.1% | -7.2% | -3.0% |
| 30D | -8.4% | +11.2% | -19.6% | -10.3% |
| 3M | +4.3% | +16.7% | -12.4% | +1.1% |
| 6M | -11.1% | +36.0% | -47.1% | -16.5% |
| YTD | -4.7% | +67.8% | -72.5% | -14.0% |
| 1Y | -19.8% | +76.7% | -96.5% | -28.6% |
| 3Y | +4.1% | +128.1% | -124.0% | -12.7% |
| 5Y | +10.3% | +82.9% | -72.6% | -2.8% |
| All | +49.8% | +66.6% | -16.8% | +31.5% |
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