+685.8%
HST vs RY
+11,266.1%
-10,580.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.9% | -2.8% | -3.4% |
| 7D | -4.2% | -1.1% | -3.1% | -3.3% |
| 30D | +9.6% | +4.4% | +5.1% | +6.0% |
| 3M | -1.1% | -2.9% | +1.8% | +1.0% |
| 6M | +21.1% | +15.6% | +5.5% | +7.8% |
| YTD | +47.1% | +21.8% | +25.3% | +25.5% |
| 1Y | +64.0% | +42.6% | +21.4% | +23.8% |
| 3Y | +77.1% | +160.9% | -83.8% | -17.1% |
| 5Y | +71.8% | +126.1% | -54.3% | -10.1% |
| 10Y | +146.3% | +371.7% | -225.4% | -26.0% |
| All | +685.8% | +11,266.1% | -10,580.2% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling