+142.2%
HON vs RY
+377.6%
-235.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.1% |
| 7D | -0.8% | +2.7% | -3.5% | -2.8% |
| 30D | -15.2% | -1.0% | -14.2% | -14.6% |
| 3M | -6.0% | +7.6% | -13.6% | -11.3% |
| 6M | -14.9% | +29.5% | -44.4% | -30.1% |
| YTD | +3.2% | +24.2% | -21.0% | -12.7% |
| 1Y | 0.0% | +46.4% | -46.4% | -25.4% |
| 3Y | +21.5% | +159.4% | -137.9% | -42.8% |
| 5Y | +4.0% | +141.8% | -137.8% | -49.1% |
| All | +142.2% | +377.6% | -235.3% | -29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling