+1,658.7%
HCA vs RY
+501.5%
+1,157.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -3.1% | +3.1% | -6.2% | -4.9% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | +12.2% | +8.7% | +3.5% | +6.3% |
| 6M | -25.3% | +28.5% | -53.9% | -36.4% |
| YTD | -12.9% | +25.1% | -38.1% | -24.7% |
| 1Y | -0.9% | +46.3% | -47.2% | -22.4% |
| 3Y | +47.6% | +154.9% | -107.3% | -20.0% |
| 5Y | +67.0% | +140.3% | -73.3% | -6.4% |
| 10Y | +471.4% | +377.0% | +94.4% | +115.7% |
| All | +1,658.7% | +501.5% | +1,157.2% | +455.1% |
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