+53.0%
HSY vs RPRX
+81.2%
-28.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.5% |
| 7D | -2.1% | +3.3% | -5.5% | -2.5% |
| 30D | +6.1% | +17.9% | -11.8% | +4.0% |
| 3M | -5.6% | +19.2% | -24.9% | -7.7% |
| 6M | -9.5% | +31.7% | -41.3% | -12.6% |
| YTD | -2.1% | +82.5% | -84.6% | -8.8% |
| 1Y | +0.8% | +78.4% | -77.7% | -5.9% |
| 3Y | -2.1% | +177.0% | -179.1% | -13.2% |
| 5Y | +11.2% | +86.5% | -75.2% | +2.3% |
| All | +53.0% | +81.2% | -28.2% | +39.3% |
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