+0.8%
HUM vs RY
+139.4%
-138.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.5% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | +3.7% | -1.9% | +5.6% | +4.3% |
| 3M | +10.4% | +5.1% | +5.3% | +9.0% |
| 6M | +125.7% | +28.2% | +97.6% | +111.2% |
| YTD | +57.3% | +22.9% | +34.5% | +48.7% |
| 1Y | +48.6% | +45.5% | +3.2% | +34.3% |
| 3Y | -11.3% | +156.7% | -168.0% | -30.9% |
| 5Y | +0.8% | +137.7% | -136.9% | -19.7% |
| All | +0.8% | +139.4% | -138.6% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling