+303.0%
HIG vs RY
+377.5%
-74.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -2.3% | -2.9% | +0.6% | -0.1% |
| 30D | -1.2% | -2.0% | +0.8% | +0.2% |
| 3M | +6.3% | +4.9% | +1.4% | +1.8% |
| 6M | +0.6% | +26.1% | -25.5% | -16.6% |
| YTD | +0.6% | +22.4% | -21.8% | -14.9% |
| 1Y | +6.1% | +44.7% | -38.6% | -21.6% |
| 3Y | +102.0% | +155.7% | -53.7% | -8.2% |
| 5Y | +119.2% | +137.7% | -18.5% | +4.7% |
| All | +303.0% | +377.5% | -74.4% | +18.9% |
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