+102.2%
HAS vs RY
+354.4%
-252.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.0% |
| 7D | +3.3% | -0.6% | +3.8% | +3.7% |
| 30D | +30.5% | +6.1% | +24.4% | +25.7% |
| 3M | +29.9% | -3.4% | +33.3% | +32.7% |
| 6M | +26.5% | +12.8% | +13.8% | +16.2% |
| YTD | +51.9% | +21.0% | +30.9% | +33.1% |
| 1Y | +60.9% | +40.5% | +20.4% | +27.5% |
| 3Y | +215.0% | +159.9% | +55.1% | +63.9% |
| 5Y | +51.5% | +125.0% | -73.5% | -14.0% |
| 10Y | +102.2% | +350.6% | -248.3% | -26.6% |
| All | +102.2% | +354.4% | -252.1% | -26.6% |
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