+72.1%
HST vs RPRX
+89.8%
-17.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | +10.7% | +18.6% | -7.9% | +4.6% |
| 3M | +6.3% | +18.0% | -11.8% | +0.3% |
| 6M | +19.0% | +33.8% | -14.8% | +7.1% |
| YTD | +47.0% | +76.6% | -29.5% | +19.6% |
| 1Y | +53.4% | +68.2% | -14.8% | +26.8% |
| 3Y | +78.0% | +161.5% | -83.5% | +20.5% |
| All | +72.1% | +89.8% | -17.7% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling