+456.2%
HBM vs RY
+1,473.5%
-1,017.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | +2.2% | +0.6% | +1.7% | +1.7% |
| 30D | -11.8% | +5.0% | -16.8% | -16.8% |
| 3M | -19.2% | -5.3% | -13.9% | -13.6% |
| 6M | -22.9% | +13.8% | -36.7% | -34.7% |
| YTD | +7.8% | +21.0% | -13.2% | -14.6% |
| 1Y | +34.9% | +40.5% | -5.6% | -11.4% |
| 3Y | +422.2% | +159.7% | +262.6% | +58.8% |
| 5Y | +192.8% | +124.3% | +68.5% | +11.9% |
| 10Y | +281.1% | +351.6% | -70.5% | -29.6% |
| All | +456.2% | +1,473.5% | -1,017.3% | -53.0% |
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 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