+257.9%
HD vs RY
+367.8%
-109.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.0% |
| 7D | +3.6% | -0.2% | +3.8% | +3.8% |
| 30D | +21.6% | +7.1% | +14.5% | +16.7% |
| 3M | +0.1% | -2.7% | +2.8% | +1.7% |
| 6M | +13.0% | +13.8% | -0.8% | +4.0% |
| YTD | +4.9% | +22.1% | -17.1% | -7.7% |
| 1Y | -2.1% | +43.1% | -45.1% | -22.1% |
| 3Y | +32.6% | +163.6% | -131.0% | -29.3% |
| 5Y | +8.2% | +126.2% | -118.0% | -37.1% |
| 10Y | +257.9% | +358.7% | -100.8% | +44.6% |
| All | +257.9% | +367.8% | -109.9% | +44.6% |
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