+82.0%
RPRX vs FHN
+14.6%
+67.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.6% |
| 7D | +4.2% | +2.3% | +1.9% | +4.0% |
| 30D | +19.2% | +1.6% | +17.6% | +19.0% |
| 3M | +18.0% | -8.4% | +26.4% | +18.8% |
| 6M | +35.7% | -2.3% | +38.0% | +35.6% |
| YTD | +77.2% | +1.5% | +75.8% | +74.6% |
| 1Y | +82.0% | +15.0% | +67.0% | +79.9% |
| All | +82.0% | +14.6% | +67.4% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 1y: compounded portfolio wealth divided by compounded FHN 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…
1y analysis · Full analysis span regression · 6 months rolling