+254.2%
HD vs RY
+360.6%
-106.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.1% |
| 7D | +4.3% | -0.9% | +5.2% | +5.0% |
| 30D | +20.2% | +5.9% | +14.3% | +16.1% |
| 3M | -1.0% | -4.3% | +3.3% | +1.6% |
| 6M | +7.9% | +12.1% | -4.2% | +0.2% |
| YTD | +2.0% | +20.3% | -18.3% | -9.5% |
| 1Y | -4.3% | +41.0% | -45.3% | -23.2% |
| 3Y | +25.9% | +157.5% | -131.6% | -31.9% |
| 5Y | +5.8% | +123.2% | -117.4% | -38.0% |
| All | +254.2% | +360.6% | -106.4% | +44.2% |
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