+49.2%
HUM vs RY
+44.3%
+4.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.1% | -2.2% | +4.3% | +3.0% |
| 30D | +5.4% | -3.6% | +8.9% | +7.0% |
| 3M | +11.4% | +3.9% | +7.5% | +10.6% |
| 6M | +141.5% | +26.4% | +115.1% | +122.0% |
| YTD | +61.2% | +22.3% | +38.9% | +49.3% |
| 1Y | +49.2% | +43.7% | +5.4% | +26.5% |
| All | +49.2% | +44.3% | +4.9% | +26.5% |
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