+95.2%
RPRX vs FHN
+63.2%
+31.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +2.0% |
| 7D | +3.4% | -0.5% | +3.8% | +3.4% |
| 30D | +20.8% | +1.9% | +18.8% | +20.6% |
| 3M | +21.6% | -6.9% | +28.6% | +22.4% |
| 6M | +36.5% | -3.1% | +39.6% | +36.8% |
| YTD | +80.4% | +0.6% | +79.8% | +79.9% |
| 1Y | +81.8% | +12.4% | +69.4% | +79.2% |
| 3Y | +170.9% | +133.7% | +37.1% | +143.7% |
| 5Y | +95.2% | +61.4% | +33.8% | +79.9% |
| All | +95.2% | +63.2% | +31.9% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling