+388.5%
HPE vs RY
+351.8%
+36.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | +0.2% |
| 7D | +13.6% | -0.5% | +14.1% | +14.2% |
| 30D | -27.1% | +4.7% | -31.9% | -30.0% |
| 3M | -14.5% | -4.5% | -10.0% | -11.1% |
| 6M | +66.9% | +12.5% | +54.4% | +50.9% |
| YTD | +111.3% | +21.1% | +90.2% | +79.0% |
| 1Y | +117.5% | +38.6% | +78.8% | +63.8% |
| 3Y | +238.1% | +160.2% | +77.9% | +45.4% |
| 5Y | +292.4% | +124.7% | +167.7% | +90.8% |
| All | +388.5% | +351.8% | +36.6% | +52.0% |
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