+146.7%
HUM vs RY
+377.5%
-230.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -1.4% | -2.9% | +1.4% | 0.0% |
| 30D | +7.5% | -2.0% | +9.5% | +8.6% |
| 3M | +10.2% | +4.9% | +5.3% | +7.7% |
| 6M | +132.5% | +26.1% | +106.4% | +107.1% |
| YTD | +57.6% | +22.4% | +35.2% | +42.1% |
| 1Y | +48.6% | +44.7% | +3.8% | +23.1% |
| 3Y | -11.2% | +155.7% | -166.8% | -46.2% |
| 5Y | +4.8% | +137.7% | -132.9% | -35.4% |
| All | +146.7% | +377.5% | -230.8% | +3.9% |
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 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