+50.9%
HUM vs RY
+13.3%
+37.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | +7.7% | -0.5% | +8.3% | +7.9% |
| 30D | +5.8% | +4.7% | +1.0% | +3.0% |
| 3M | +14.3% | -4.5% | +18.8% | +16.5% |
| 6M | +50.9% | +12.5% | +38.4% | +67.8% |
| All | +50.9% | +13.3% | +37.6% | +67.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling