+1,516.2%
HWM vs RY
+354.4%
+1,161.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.6% | +5.8% | +5.8% |
| 7D | -1.8% | -0.6% | -1.2% | -1.3% |
| 30D | -2.7% | +6.1% | -8.8% | -8.7% |
| 3M | -22.7% | -3.4% | -19.4% | -20.2% |
| 6M | -18.9% | +12.8% | -31.7% | -29.0% |
| YTD | +7.1% | +21.0% | -13.9% | -13.1% |
| 1Y | +4.7% | +40.5% | -35.8% | -27.6% |
| 3Y | +345.6% | +159.9% | +185.7% | +53.0% |
| 5Y | +588.3% | +125.0% | +463.3% | +174.3% |
| 10Y | +1,516.2% | +350.6% | +1,165.6% | +214.6% |
| All | +1,516.2% | +354.4% | +1,161.8% | +214.6% |
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