-18.6%
HAL vs RY
+360.6%
-379.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +1.2% |
| 7D | -12.0% | -0.9% | -11.1% | -11.3% |
| 30D | +0.3% | +5.9% | -5.6% | -6.6% |
| 3M | -1.6% | -4.3% | +2.7% | +2.6% |
| 6M | -20.5% | +12.1% | -32.6% | -32.3% |
| YTD | +14.2% | +20.3% | -6.0% | -12.0% |
| 1Y | +18.9% | +41.0% | -22.1% | -25.2% |
| 3Y | -13.7% | +157.5% | -171.3% | -76.6% |
| 5Y | +42.2% | +123.2% | -81.0% | -53.7% |
| All | -18.6% | +360.6% | -379.1% | -81.6% |
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