+36.2%
HPQ vs RY
+140.8%
-104.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.7% |
| 7D | +6.9% | +3.1% | +3.8% | +4.5% |
| 30D | +14.4% | -0.3% | +14.8% | +14.6% |
| 3M | +25.6% | +8.7% | +17.0% | +17.4% |
| 6M | +75.0% | +28.5% | +46.5% | +42.8% |
| YTD | +50.7% | +25.1% | +25.6% | +25.2% |
| 1Y | +18.7% | +46.3% | -27.6% | -13.5% |
| 3Y | +21.5% | +154.9% | -133.4% | -44.6% |
| All | +36.2% | +140.8% | -104.5% | -36.1% |
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