+100.5%
HAS vs RY
+360.6%
-260.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | +0.3% |
| 7D | -0.2% | -0.9% | +0.7% | +0.4% |
| 30D | +31.0% | +5.9% | +25.2% | +26.3% |
| 3M | +30.7% | -4.3% | +34.9% | +34.3% |
| 6M | +23.9% | +12.1% | +11.8% | +14.2% |
| YTD | +48.3% | +20.3% | +28.0% | +30.5% |
| 1Y | +60.2% | +41.0% | +19.2% | +26.7% |
| 3Y | +189.2% | +157.5% | +31.7% | +51.4% |
| 5Y | +50.4% | +123.2% | -72.8% | -14.2% |
| All | +100.5% | +360.6% | -260.1% | -28.2% |
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