+137.6%
HST vs RY
+360.6%
-223.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +1.0% |
| 7D | -2.7% | -0.9% | -1.8% | -1.9% |
| 30D | +10.7% | +5.9% | +4.8% | +5.6% |
| 3M | +6.3% | -4.3% | +10.5% | +10.0% |
| 6M | +19.0% | +12.1% | +6.9% | +7.2% |
| YTD | +47.0% | +20.3% | +26.8% | +24.5% |
| 1Y | +53.4% | +41.0% | +12.4% | +12.9% |
| 3Y | +78.0% | +157.5% | -79.5% | -24.1% |
| 5Y | +71.7% | +123.2% | -51.5% | -17.2% |
| All | +137.6% | +360.6% | -223.0% | -22.5% |
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