+2,483.5%
HUM vs RY
+11,253.8%
-8,770.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +6.9% | -3.0% | +9.9% | +8.2% |
| 30D | +3.2% | +6.3% | -3.1% | +0.6% |
| 3M | +20.0% | -2.6% | +22.6% | +21.1% |
| 6M | +63.5% | +13.9% | +49.5% | +55.2% |
| YTD | +75.9% | +21.7% | +54.2% | +62.4% |
| 1Y | +85.7% | +40.4% | +45.3% | +62.2% |
| 3Y | -6.1% | +161.3% | -167.4% | -36.4% |
| 5Y | +5.1% | +126.5% | -121.3% | -25.7% |
| 10Y | +151.6% | +354.3% | -202.8% | +34.7% |
| All | +2,483.5% | +11,253.8% | -8,770.2% | +431.8% |
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 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