+116.4%
HPE vs RY
+46.4%
+70.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.0% | -8.7% | -8.1% |
| 7D | -17.0% | +2.5% | -19.4% | -18.7% |
| 30D | -26.7% | +8.4% | -35.2% | -31.9% |
| 3M | -4.1% | +1.2% | -5.4% | -4.4% |
| 6M | +75.4% | +19.4% | +56.1% | +51.1% |
| YTD | +111.0% | +25.4% | +85.6% | +72.4% |
| 1Y | +116.4% | +46.7% | +69.7% | +50.9% |
| All | +116.4% | +46.4% | +70.0% | +50.9% |
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 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