+437.0%
HUBB vs RY
+372.5%
+64.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.3% |
| 7D | +1.1% | -0.5% | +1.6% | +1.5% |
| 30D | -9.6% | -1.9% | -7.7% | -8.3% |
| 3M | -6.2% | +5.1% | -11.3% | -10.0% |
| 6M | -6.2% | +28.2% | -34.3% | -23.4% |
| YTD | +3.4% | +22.9% | -19.5% | -12.8% |
| 1Y | +5.3% | +45.5% | -40.2% | -22.4% |
| 3Y | +44.4% | +156.7% | -112.3% | -33.6% |
| 5Y | +152.4% | +137.7% | +14.7% | +21.0% |
| 10Y | +437.0% | +375.5% | +61.5% | +47.1% |
| All | +437.0% | +372.5% | +64.5% | +47.1% |
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