+31.1%
HDB vs RPRX
+82.4%
-51.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | +6.9% | +3.6% | +3.3% | +6.3% |
| 30D | +15.2% | +21.2% | -5.9% | +11.3% |
| 3M | +11.7% | +21.6% | -9.9% | +7.7% |
| 6M | +7.5% | +36.7% | -29.2% | +1.3% |
| YTD | -28.8% | +83.7% | -112.5% | -36.4% |
| 1Y | -29.1% | +83.2% | -112.3% | -36.7% |
| 3Y | -7.0% | +177.7% | -184.7% | -24.3% |
| 5Y | -22.1% | +95.8% | -117.8% | -31.7% |
| All | +31.1% | +82.4% | -51.3% | +15.1% |
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