-19.4%
HUT vs RY
+123.9%
-143.3%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.6% | +7.2% | +6.7% |
| 7D | -10.9% | -0.6% | -10.4% | -11.9% |
| 30D | -32.6% | +6.1% | -38.8% | -41.1% |
| 3M | -33.7% | -3.4% | -30.4% | -30.9% |
| 6M | -42.3% | +12.8% | -55.1% | -55.6% |
| YTD | +23.6% | +21.0% | +2.6% | -14.0% |
| 1Y | +20.4% | +40.5% | -20.1% | -35.9% |
| 3Y | +423.2% | +159.9% | +263.3% | -8.0% |
| 5Y | -19.4% | +125.0% | -144.4% | -81.0% |
| All | -19.4% | +123.9% | -143.3% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling