+954.1%
HIG vs RY
+11,315.8%
-10,361.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.9% |
| 7D | -0.7% | -3.0% | +2.3% | +1.8% |
| 30D | +5.4% | +6.3% | -0.9% | 0.0% |
| 3M | -0.9% | -2.6% | +1.7% | +0.8% |
| 6M | +4.8% | +13.9% | -9.1% | -7.1% |
| YTD | +0.9% | +21.7% | -20.8% | -15.8% |
| 1Y | +6.5% | +40.4% | -34.0% | -21.4% |
| 3Y | +95.7% | +161.3% | -65.6% | -16.5% |
| 5Y | +107.1% | +126.5% | -19.4% | -1.6% |
| 10Y | +262.6% | +354.3% | -91.7% | -5.4% |
| All | +954.1% | +11,315.8% | -10,361.7% | -49.7% |
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