+118.4%
HST vs RPRX
+57.8%
+60.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.3% | -4.0% | +3.7% | +0.6% |
| 30D | -2.8% | +4.9% | -7.7% | -4.0% |
| 3M | -6.5% | +9.4% | -15.8% | -8.8% |
| 6M | +20.7% | +33.3% | -12.6% | +11.8% |
| YTD | +30.5% | +59.0% | -28.5% | +15.3% |
| 1Y | +36.8% | +69.2% | -32.4% | +18.5% |
| 3Y | +65.9% | +124.1% | -58.2% | +31.9% |
| 5Y | +73.9% | +77.9% | -3.9% | +48.6% |
| All | +118.4% | +57.8% | +60.6% | +83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling