+491.0%
HCA vs RY
+379.4%
+111.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +6.0% | +5.7% |
| 7D | +4.9% | -0.5% | +5.4% | +5.2% |
| 30D | +1.9% | -1.9% | +3.8% | +3.0% |
| 3M | +12.7% | +5.1% | +7.6% | +8.4% |
| 6M | -22.3% | +28.2% | -50.5% | -35.3% |
| YTD | -9.3% | +22.9% | -32.2% | -22.4% |
| 1Y | +2.7% | +45.5% | -42.7% | -22.4% |
| 3Y | +57.8% | +156.7% | -98.9% | -23.9% |
| 5Y | +70.3% | +137.7% | -67.4% | -13.6% |
| All | +491.0% | +379.4% | +111.6% | +77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling