+420.1%
HUT vs RY
+265.4%
+154.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +7.2% |
| 7D | +17.8% | +3.1% | +14.7% | +13.0% |
| 30D | +0.8% | -0.3% | +1.2% | +1.3% |
| 3M | -26.8% | +8.7% | -35.4% | -34.9% |
| 6M | +72.6% | +28.5% | +44.0% | +23.5% |
| YTD | +103.6% | +25.1% | +78.5% | +52.3% |
| 1Y | +265.3% | +46.3% | +219.0% | +123.5% |
| 3Y | +689.4% | +154.9% | +534.5% | +139.3% |
| 5Y | +75.3% | +140.3% | -65.0% | -38.4% |
| All | +420.1% | +265.4% | +154.8% | +23.7% |
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