+372.4%
HPE vs RY
+354.4%
+18.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.4% | +6.5% |
| 7D | -9.7% | -0.6% | -9.2% | -9.2% |
| 30D | -34.8% | +6.1% | -40.9% | -38.1% |
| 3M | -12.1% | -3.4% | -8.8% | -9.5% |
| 6M | +53.7% | +12.8% | +40.9% | +38.6% |
| YTD | +101.9% | +21.0% | +80.9% | +71.1% |
| 1Y | +104.3% | +40.5% | +63.9% | +52.1% |
| 3Y | +223.1% | +159.9% | +63.2% | +39.1% |
| 5Y | +249.2% | +125.0% | +124.2% | +69.6% |
| 10Y | +372.4% | +350.6% | +21.9% | +47.7% |
| All | +372.4% | +354.4% | +18.1% | +47.7% |
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