+144.6%
HST vs RY
+354.4%
-209.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +4.8% |
| 7D | +0.6% | -0.6% | +1.2% | +1.1% |
| 30D | +14.5% | +6.1% | +8.3% | +9.0% |
| 3M | +15.4% | -3.4% | +18.8% | +18.6% |
| 6M | +22.0% | +12.8% | +9.2% | +9.4% |
| YTD | +54.9% | +21.0% | +33.8% | +30.4% |
| 1Y | +54.0% | +40.5% | +13.5% | +13.7% |
| 3Y | +90.4% | +159.9% | -69.4% | -19.4% |
| 5Y | +84.2% | +125.0% | -40.7% | -11.7% |
| 10Y | +144.6% | +350.6% | -206.0% | -21.1% |
| All | +144.6% | +354.4% | -209.7% | -21.1% |
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