+432.2%
HBM vs RY
+160.5%
+271.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.3% | +4.3% |
| 7D | +2.4% | -0.6% | +3.0% | +3.3% |
| 30D | -16.0% | +6.1% | -22.1% | -21.2% |
| 3M | -21.3% | -3.4% | -18.0% | -18.4% |
| 6M | -12.2% | +12.8% | -25.0% | -24.3% |
| YTD | +10.7% | +21.0% | -10.3% | -11.7% |
| 1Y | +30.3% | +40.5% | -10.2% | -11.5% |
| 3Y | +432.2% | +159.9% | +272.4% | +83.3% |
| All | +432.2% | +160.5% | +271.7% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling