+275.5%
HIG vs RPRX
+57.8%
+217.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.5% | -4.0% | +3.5% | +0.1% |
| 30D | -2.8% | +4.9% | -7.8% | -3.5% |
| 3M | +6.3% | +9.4% | -3.0% | +4.9% |
| 6M | -0.1% | +33.3% | -33.4% | -4.2% |
| YTD | +0.4% | +59.0% | -58.5% | -6.0% |
| 1Y | +6.2% | +69.2% | -63.0% | -1.5% |
| 3Y | +101.6% | +124.1% | -22.5% | +79.5% |
| 5Y | +119.8% | +77.9% | +42.0% | +102.6% |
| All | +275.5% | +57.8% | +217.7% | +241.7% |
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