+2,101.5%
HCA vs RY
+485.0%
+1,616.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | 0.0% |
| 7D | -0.9% | -3.0% | +2.1% | +0.9% |
| 30D | +10.3% | +6.3% | +4.1% | +6.4% |
| 3M | +23.2% | -2.6% | +25.8% | +24.9% |
| 6M | +19.1% | +13.9% | +5.2% | +9.5% |
| YTD | +9.0% | +21.7% | -12.7% | -4.2% |
| 1Y | +10.2% | +40.4% | -30.2% | -11.5% |
| 3Y | +122.4% | +161.3% | -38.9% | +18.7% |
| 5Y | +116.3% | +126.5% | -10.2% | +25.9% |
| 10Y | +686.6% | +354.3% | +332.2% | +204.6% |
| All | +2,101.5% | +485.0% | +1,616.5% | +606.1% |
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