+244.6%
HUT vs RY
+253.8%
-9.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.1% |
| 7D | +34.9% | -0.5% | +35.4% | +35.8% |
| 30D | -25.9% | +4.7% | -30.6% | -31.6% |
| 3M | -31.7% | -4.5% | -27.2% | -28.2% |
| 6M | -42.2% | +12.5% | -54.8% | -51.9% |
| YTD | +34.9% | +21.1% | +13.8% | +4.2% |
| 1Y | +48.5% | +38.6% | +9.9% | -4.0% |
| 3Y | +471.2% | +160.2% | +311.0% | +67.2% |
| 5Y | -18.9% | +124.7% | -143.6% | -69.5% |
| All | +244.6% | +253.8% | -9.2% | -15.4% |
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