+1,361.2%
HWM vs RPRX
+80.9%
+1,280.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -1.8% | +4.6% | -6.3% | -2.8% |
| 30D | -2.7% | +22.0% | -24.7% | -7.3% |
| 3M | -22.7% | +20.3% | -43.0% | -26.1% |
| 6M | -18.9% | +37.9% | -56.8% | -25.1% |
| YTD | +7.1% | +82.2% | -75.1% | -7.2% |
| 1Y | +4.7% | +83.7% | -79.0% | -9.5% |
| 3Y | +345.6% | +175.4% | +170.1% | +245.4% |
| 5Y | +588.3% | +87.7% | +500.5% | +488.8% |
| All | +1,361.2% | +80.9% | +1,280.2% | +1,129.8% |
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