+7,146.0%
HD vs RY
+11,266.1%
-4,120.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.3% | 0.0% |
| 7D | +6.4% | -1.1% | +7.5% | +7.1% |
| 30D | +22.1% | +4.4% | +17.6% | +19.3% |
| 3M | -0.2% | -2.9% | +2.8% | +1.3% |
| 6M | +12.6% | +15.6% | -3.0% | +4.0% |
| YTD | +3.9% | +21.8% | -17.9% | -6.8% |
| 1Y | -3.7% | +42.6% | -46.3% | -20.7% |
| 3Y | +27.9% | +160.9% | -133.0% | -24.3% |
| 5Y | +7.8% | +126.1% | -118.2% | -31.7% |
| 10Y | +269.4% | +371.7% | -102.4% | +57.3% |
| All | +7,146.0% | +11,266.1% | -4,120.1% | +667.5% |
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