+795.5%
HLT vs RY
+403.8%
+391.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.7% | +0.6% | +0.1% | +0.3% |
| 30D | +13.7% | +5.0% | +8.7% | +10.2% |
| 3M | +16.3% | -5.3% | +21.7% | +20.4% |
| 6M | +19.9% | +13.8% | +6.1% | +9.6% |
| YTD | +30.1% | +21.0% | +9.1% | +14.0% |
| 1Y | +38.5% | +40.5% | -2.0% | +9.7% |
| 3Y | +131.0% | +159.7% | -28.6% | +19.4% |
| 5Y | +163.7% | +124.3% | +39.3% | +50.2% |
| 10Y | +697.4% | +351.6% | +345.8% | +198.0% |
| All | +795.5% | +403.8% | +391.7% | +217.9% |
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