+67.5%
HST vs RY
+154.9%
-87.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.8% |
| 7D | -1.0% | +3.1% | -4.1% | -3.1% |
| 30D | -12.3% | -0.3% | -11.9% | -12.2% |
| 3M | -6.4% | +8.7% | -15.0% | -12.1% |
| 6M | +15.0% | +28.5% | -13.5% | -4.5% |
| YTD | +30.5% | +25.1% | +5.4% | +10.3% |
| 1Y | +35.7% | +46.3% | -10.6% | +1.8% |
| All | +67.5% | +154.9% | -87.3% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling