+129.2%
HPE vs RY
+46.1%
+83.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -3.7% |
| 7D | -0.6% | +3.1% | -3.7% | -3.8% |
| 30D | -2.3% | -0.3% | -2.0% | -1.7% |
| 3M | -2.9% | +8.7% | -11.5% | -10.3% |
| 6M | +143.6% | +28.5% | +115.0% | +90.5% |
| YTD | +118.5% | +25.1% | +93.4% | +75.5% |
| 1Y | +129.2% | +46.3% | +82.9% | +53.3% |
| All | +129.2% | +46.1% | +83.1% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling