+1,497.3%
HWM vs RY
+353.8%
+1,143.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +1.7% |
| 7D | +5.0% | -3.0% | +7.9% | +8.4% |
| 30D | +1.5% | +6.3% | -4.7% | -4.8% |
| 3M | -20.3% | -2.6% | -17.7% | -18.4% |
| 6M | -18.0% | +13.9% | -32.0% | -29.0% |
| YTD | +9.5% | +21.7% | -12.2% | -11.7% |
| 1Y | +7.5% | +40.4% | -33.0% | -25.6% |
| 3Y | +355.7% | +161.3% | +194.3% | +55.6% |
| 5Y | +610.2% | +126.5% | +483.7% | +181.0% |
| All | +1,497.3% | +353.8% | +1,143.4% | +209.4% |
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