+2,219.5%
HUM vs RY
+11,573.6%
-9,354.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +4.2% | +3.1% | +1.0% | +2.9% |
| 30D | +10.4% | -0.3% | +10.7% | +10.5% |
| 3M | +15.1% | +8.7% | +6.4% | +11.4% |
| 6M | +120.9% | +28.5% | +92.4% | +100.2% |
| YTD | +57.9% | +25.1% | +32.8% | +44.4% |
| 1Y | +30.6% | +46.3% | -15.7% | +12.3% |
| 3Y | -9.6% | +154.9% | -164.5% | -38.2% |
| 5Y | +1.6% | +140.3% | -138.7% | -29.8% |
| 10Y | +146.4% | +377.0% | -230.6% | +29.7% |
| All | +2,219.5% | +11,573.6% | -9,354.2% | +372.8% |
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