+83.2%
RPRX vs FHN
+10.5%
+72.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +3.6% | -0.9% | +4.5% | +3.7% |
| 30D | +21.2% | +2.0% | +19.1% | +20.9% |
| 3M | +21.6% | -6.8% | +28.5% | +22.1% |
| 6M | +36.7% | -0.8% | +37.5% | +36.2% |
| YTD | +83.7% | +0.6% | +83.1% | +81.0% |
| 1Y | +83.2% | +11.5% | +71.7% | +81.3% |
| All | +83.2% | +10.5% | +72.7% | +81.3% |
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