+143.4%
HPE vs RY
+45.9%
+97.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.8% | +8.5% | +8.6% |
| 7D | +10.1% | +2.7% | +7.4% | +7.0% |
| 30D | +5.3% | -1.0% | +6.3% | +6.7% |
| 3M | +12.7% | +7.6% | +5.0% | +4.8% |
| 6M | +167.7% | +29.5% | +138.2% | +106.9% |
| YTD | +135.5% | +24.2% | +111.3% | +89.9% |
| 1Y | +143.4% | +46.4% | +97.0% | +60.0% |
| All | +143.4% | +45.9% | +97.4% | +60.0% |
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 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