+963.3%
HIG vs RY
+11,637.4%
-10,674.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | +0.3% | +3.1% | -2.8% | -2.2% |
| 30D | -3.2% | -0.3% | -2.9% | -3.1% |
| 3M | +9.1% | +8.7% | +0.5% | +1.1% |
| 6M | -1.8% | +28.5% | -30.3% | -21.2% |
| YTD | +1.8% | +25.1% | -23.3% | -16.8% |
| 1Y | +4.6% | +46.3% | -41.7% | -25.3% |
| 3Y | +101.6% | +154.9% | -53.3% | -12.1% |
| 5Y | +124.5% | +140.3% | -15.8% | +1.7% |
| 10Y | +317.8% | +377.0% | -59.2% | +4.8% |
| All | +963.3% | +11,637.4% | -10,674.1% | -50.2% |
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