+122.6%
HST vs RY
+351.8%
-229.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +3.6% | -0.5% | +4.2% | +4.1% |
| 30D | +9.9% | +4.7% | +5.2% | +5.7% |
| 3M | +12.9% | -4.5% | +17.4% | +17.2% |
| 6M | +22.9% | +12.5% | +10.3% | +10.4% |
| YTD | +52.4% | +21.1% | +31.3% | +28.2% |
| 1Y | +52.5% | +38.6% | +13.9% | +14.0% |
| 3Y | +87.4% | +160.2% | -72.7% | -20.8% |
| 5Y | +82.9% | +124.7% | -41.8% | -12.2% |
| All | +122.6% | +351.8% | -229.2% | -28.1% |
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 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