+630.8%
HLT vs RY
+417.2%
+213.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.7% |
| 7D | -2.4% | +2.7% | -5.1% | -4.1% |
| 30D | -4.1% | -1.0% | -3.1% | -3.6% |
| 3M | -10.6% | +7.6% | -18.2% | -15.1% |
| 6M | +2.0% | +29.5% | -27.4% | -14.2% |
| YTD | +6.1% | +24.2% | -18.0% | -8.5% |
| 1Y | +9.8% | +46.4% | -36.6% | -15.3% |
| 3Y | +99.0% | +159.4% | -60.4% | +2.9% |
| 5Y | +151.5% | +141.8% | +9.6% | +36.3% |
| 10Y | +561.1% | +373.9% | +187.2% | +140.2% |
| All | +630.8% | +417.2% | +213.6% | +155.2% |
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