+96.7%
HST vs RY
+371.9%
-275.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.9% |
| 7D | -1.0% | +3.1% | -4.1% | -3.6% |
| 30D | -12.3% | -0.3% | -11.9% | -12.2% |
| 3M | -6.4% | +8.7% | -15.0% | -13.2% |
| 6M | +15.0% | +28.5% | -13.5% | -7.8% |
| YTD | +30.5% | +25.1% | +5.4% | +6.9% |
| 1Y | +35.7% | +46.3% | -10.6% | -3.2% |
| 3Y | +68.4% | +154.9% | -86.6% | -27.3% |
| 5Y | +73.1% | +140.3% | -67.2% | -21.6% |
| All | +96.7% | +371.9% | -275.2% | -44.2% |
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