+155.5%
HUT vs RY
+255.7%
-100.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.9% | -3.2% | -2.1% |
| 7D | -30.8% | -1.1% | -29.7% | -30.7% |
| 30D | -50.2% | +4.4% | -54.6% | -53.7% |
| 3M | -50.5% | -2.9% | -47.5% | -49.0% |
| 6M | -42.9% | +15.6% | -58.5% | -53.9% |
| YTD | 0.0% | +21.8% | -21.8% | -23.3% |
| 1Y | -2.2% | +42.6% | -44.8% | -39.1% |
| 3Y | +289.4% | +160.9% | +128.5% | +13.5% |
| 5Y | -36.7% | +126.1% | -162.8% | -76.4% |
| All | +155.5% | +255.7% | -100.3% | -37.7% |
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