+92.0%
HL vs RY
+11,573.6%
-11,481.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.1% |
| 7D | +1.5% | +3.1% | -1.6% | -0.3% |
| 30D | +25.1% | -0.3% | +25.4% | +25.1% |
| 3M | +22.9% | +8.7% | +14.2% | +16.9% |
| 6M | -4.9% | +28.5% | -33.4% | -18.0% |
| YTD | +7.8% | +25.1% | -17.3% | -5.2% |
| 1Y | +133.9% | +46.3% | +87.6% | +87.7% |
| 3Y | +380.9% | +154.9% | +226.0% | +180.3% |
| 5Y | +230.2% | +140.3% | +89.9% | +102.1% |
| 10Y | +265.6% | +377.0% | -111.5% | +57.4% |
| All | +92.0% | +11,573.6% | -11,481.7% | -43.3% |
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