+278.8%
HBM vs RY
+351.8%
-73.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -0.8% |
| 7D | +5.1% | -0.5% | +5.6% | +6.0% |
| 30D | -15.8% | +4.7% | -20.6% | -20.9% |
| 3M | -22.4% | -4.5% | -17.9% | -17.4% |
| 6M | -20.2% | +12.5% | -32.8% | -33.1% |
| YTD | +9.0% | +21.1% | -12.1% | -16.9% |
| 1Y | +27.4% | +38.6% | -11.3% | -19.9% |
| 3Y | +424.2% | +160.2% | +264.1% | +30.4% |
| 5Y | +196.1% | +124.7% | +71.4% | -4.8% |
| All | +278.8% | +351.8% | -73.0% | -45.0% |
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