+84.2%
HST vs RY
+123.9%
-39.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.4% |
| 3M | +15.4% | -3.4% | +18.8% | +18.4% |
| 6M | +22.0% | +12.8% | +9.2% | +10.3% |
| YTD | +54.9% | +21.0% | +33.8% | +32.0% |
| 1Y | +54.0% | +40.5% | +13.5% | +16.0% |
| 3Y | +90.4% | +159.9% | -69.4% | -16.1% |
| 5Y | +84.2% | +125.0% | -40.7% | -10.2% |
| All | +84.2% | +123.9% | -39.7% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling