+613.3%
HBM vs RY
+1,527.6%
-914.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.1% |
| 7D | -6.4% | +3.1% | -9.5% | -9.9% |
| 30D | +5.9% | -0.3% | +6.2% | +6.0% |
| 3M | -8.9% | +8.7% | -17.6% | -18.2% |
| 6M | +10.7% | +28.5% | -17.9% | -18.8% |
| YTD | +38.3% | +25.1% | +13.2% | +4.9% |
| 1Y | +121.3% | +46.3% | +75.0% | +38.3% |
| 3Y | +450.6% | +154.9% | +295.6% | +71.3% |
| 5Y | +338.0% | +140.3% | +197.7% | +54.1% |
| 10Y | +578.6% | +377.0% | +201.6% | +17.9% |
| All | +613.3% | +1,527.6% | -914.3% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling