+343.8%
HPE vs RY
+140.3%
+203.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.8% | +8.5% | +8.4% |
| 7D | +10.1% | +2.7% | +7.4% | +7.7% |
| 30D | +5.3% | -1.0% | +6.3% | +6.4% |
| 3M | +12.7% | +7.6% | +5.0% | +6.2% |
| 6M | +167.7% | +29.5% | +138.2% | +116.8% |
| YTD | +135.5% | +24.2% | +111.3% | +97.4% |
| 1Y | +143.4% | +46.4% | +97.0% | +78.6% |
| 3Y | +249.2% | +159.4% | +89.8% | +57.6% |
| 5Y | +343.8% | +141.8% | +202.0% | +108.9% |
| All | +343.8% | +140.3% | +203.6% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling