+192.7%
HUT vs RY
+251.2%
-58.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.3% | +15.9% | +16.3% |
| 7D | -11.4% | -0.9% | -10.5% | -11.9% |
| 30D | -41.0% | +5.9% | -46.9% | -46.4% |
| 3M | -41.9% | -4.3% | -37.7% | -39.2% |
| 6M | -51.7% | +12.1% | -63.8% | -59.6% |
| YTD | +14.6% | +20.3% | -5.7% | -10.7% |
| 1Y | +21.4% | +41.0% | -19.6% | -23.5% |
| 3Y | +359.8% | +157.5% | +202.3% | +36.1% |
| 5Y | -27.5% | +123.2% | -150.7% | -72.5% |
| All | +192.7% | +251.2% | -58.5% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling