+50.4%
HCA vs RY
+159.6%
-109.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | -2.8% | +2.7% | -5.5% | -3.8% |
| 30D | -2.7% | -1.0% | -1.8% | -2.4% |
| 3M | +11.5% | +7.6% | +3.8% | +8.3% |
| 6M | -24.3% | +29.5% | -53.7% | -31.6% |
| YTD | -13.6% | +24.2% | -37.8% | -20.8% |
| 1Y | -3.2% | +46.4% | -49.6% | -17.3% |
| 3Y | +50.4% | +159.4% | -109.0% | -0.7% |
| All | +50.4% | +159.6% | -109.1% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling