+50.0%
HUM vs RY
+46.4%
+3.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.4% |
| 7D | +1.6% | +2.5% | -0.9% | +0.5% |
| 30D | +3.5% | +8.4% | -4.9% | -0.3% |
| 3M | +15.5% | +1.2% | +14.3% | +14.7% |
| 6M | +76.2% | +19.4% | +56.8% | +67.1% |
| YTD | +64.5% | +25.4% | +39.1% | +49.4% |
| 1Y | +50.0% | +46.7% | +3.3% | +7.7% |
| All | +50.0% | +46.4% | +3.6% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling