+243.3%
HL vs RY
+140.3%
+103.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.3% |
| 7D | +7.1% | +2.7% | +4.4% | +4.3% |
| 30D | +21.4% | -1.0% | +22.4% | +22.3% |
| 3M | +37.4% | +7.6% | +29.8% | +26.5% |
| 6M | +0.4% | +29.5% | -29.1% | -24.0% |
| YTD | +6.7% | +24.2% | -17.5% | -15.4% |
| 1Y | +102.4% | +46.4% | +56.0% | +35.4% |
| 3Y | +417.4% | +159.4% | +258.0% | +81.6% |
| 5Y | +243.3% | +141.8% | +101.5% | +28.8% |
| All | +243.3% | +140.3% | +103.0% | +28.8% |
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