+118.5%
HST vs RPRX
+66.6%
+51.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | -1.0% | +5.1% | -6.1% | -2.3% |
| 30D | -12.3% | +11.2% | -23.5% | -14.6% |
| 3M | -6.4% | +16.7% | -23.1% | -10.1% |
| 6M | +15.0% | +36.0% | -21.0% | +6.0% |
| YTD | +30.5% | +67.8% | -37.3% | +13.9% |
| 1Y | +35.7% | +76.7% | -41.0% | +16.4% |
| 3Y | +68.4% | +128.1% | -59.7% | +33.5% |
| 5Y | +73.1% | +82.9% | -9.7% | +46.5% |
| All | +118.5% | +66.6% | +51.9% | +81.0% |
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