+471.0%
HBM vs RY
+1,474.3%
-1,003.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.3% | +4.2% |
| 7D | +2.4% | -0.6% | +3.0% | +3.3% |
| 30D | -16.0% | +6.1% | -22.1% | -21.9% |
| 3M | -21.3% | -3.4% | -18.0% | -18.1% |
| 6M | -12.2% | +12.8% | -25.0% | -24.9% |
| YTD | +10.7% | +21.0% | -10.3% | -12.5% |
| 1Y | +30.3% | +40.5% | -10.2% | -14.4% |
| 3Y | +432.2% | +159.9% | +272.4% | +61.4% |
| 5Y | +218.8% | +125.0% | +93.8% | +21.2% |
| 10Y | +281.4% | +350.6% | -69.2% | -29.4% |
| All | +471.0% | +1,474.3% | -1,003.4% | -51.9% |
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