+225.0%
HPE vs RY
+159.8%
+65.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -3.9% |
| 7D | -0.6% | +3.1% | -3.7% | -3.0% |
| 30D | -2.3% | -0.3% | -2.0% | -1.8% |
| 3M | -2.9% | +8.7% | -11.5% | -8.8% |
| 6M | +143.6% | +28.5% | +115.0% | +100.5% |
| YTD | +118.5% | +25.1% | +93.4% | +83.7% |
| 1Y | +129.2% | +46.3% | +82.9% | +71.3% |
| All | +225.0% | +159.8% | +65.2% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling