+118.5%
HIG vs RY
+140.3%
-21.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.5% |
| 7D | -1.1% | +2.7% | -3.8% | -2.5% |
| 30D | -4.9% | -1.0% | -3.9% | -4.5% |
| 3M | +6.8% | +7.6% | -0.9% | +1.9% |
| 6M | -1.7% | +29.5% | -31.1% | -16.0% |
| YTD | -0.2% | +24.2% | -24.4% | -12.8% |
| 1Y | +5.7% | +46.4% | -40.7% | -16.7% |
| 3Y | +100.3% | +159.4% | -59.1% | +7.1% |
| 5Y | +118.5% | +141.8% | -23.4% | +22.4% |
| All | +118.5% | +140.3% | -21.8% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling