+1,524.1%
HWM vs RY
+360.6%
+1,163.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.8% |
| 7D | +3.4% | -0.9% | +4.3% | +4.2% |
| 30D | -7.5% | +5.9% | -13.4% | -13.1% |
| 3M | -28.9% | -4.3% | -24.6% | -25.8% |
| 6M | -19.6% | +12.1% | -31.7% | -29.2% |
| YTD | +0.6% | +20.3% | -19.7% | -17.9% |
| 1Y | +0.3% | +41.0% | -40.7% | -30.9% |
| 3Y | +326.1% | +157.5% | +168.6% | +47.6% |
| 5Y | +525.2% | +123.2% | +402.0% | +151.0% |
| All | +1,524.1% | +360.6% | +1,163.5% | +209.9% |
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