+393.9%
HBM vs RY
+139.4%
+254.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.8% |
| 7D | +5.5% | -0.5% | +6.0% | +6.1% |
| 30D | +3.3% | -1.9% | +5.2% | +5.5% |
| 3M | +12.7% | +5.1% | +7.5% | +4.1% |
| 6M | +28.2% | +28.2% | 0.0% | -9.7% |
| YTD | +45.3% | +22.9% | +22.4% | +8.4% |
| 1Y | +121.7% | +45.5% | +76.2% | +30.7% |
| 3Y | +523.5% | +156.7% | +366.8% | +54.4% |
| 5Y | +393.9% | +137.7% | +256.2% | +39.0% |
| All | +393.9% | +139.4% | +254.5% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling