+205.5%
HD vs RY
+373.9%
-168.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.4% |
| 7D | -2.1% | +3.1% | -5.2% | -3.9% |
| 30D | -8.4% | -0.3% | -8.1% | -8.4% |
| 3M | +4.3% | +8.7% | -4.3% | -1.2% |
| 6M | -11.1% | +28.5% | -39.7% | -24.1% |
| YTD | -4.7% | +25.1% | -29.8% | -17.5% |
| 1Y | -19.8% | +46.3% | -66.1% | -37.2% |
| 3Y | +4.1% | +154.9% | -150.8% | -43.4% |
| 5Y | +10.3% | +140.3% | -130.0% | -38.6% |
| All | +205.5% | +373.9% | -168.4% | +11.9% |
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