-14.9%
HAL vs RY
+351.1%
-366.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.3% |
| 7D | +6.1% | +0.6% | +5.5% | +5.4% |
| 30D | +2.9% | +5.0% | -2.1% | -3.3% |
| 3M | +3.3% | -5.3% | +8.7% | +9.2% |
| 6M | -16.9% | +13.8% | -30.7% | -30.6% |
| YTD | +21.2% | +21.0% | +0.2% | -7.3% |
| 1Y | +27.5% | +40.5% | -12.9% | -19.3% |
| 3Y | -6.4% | +159.7% | -166.1% | -74.9% |
| 5Y | +58.0% | +124.3% | -66.3% | -48.8% |
| All | -14.9% | +351.1% | -366.0% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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