+2,504.9%
HUM vs RY
+11,185.2%
-8,680.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +3.7% | +0.6% | +3.2% | +3.5% |
| 30D | +5.5% | +5.0% | +0.5% | +3.4% |
| 3M | +17.1% | -5.3% | +22.5% | +19.5% |
| 6M | +48.3% | +13.8% | +34.4% | +40.8% |
| YTD | +77.4% | +21.0% | +56.4% | +64.1% |
| 1Y | +92.6% | +40.5% | +52.1% | +68.1% |
| 3Y | -6.1% | +159.7% | -165.8% | -36.2% |
| 5Y | +6.2% | +124.3% | -118.1% | -24.6% |
| 10Y | +153.6% | +351.6% | -198.0% | +36.1% |
| All | +2,504.9% | +11,185.2% | -8,680.3% | +437.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling