+315.7%
HWM vs RY
+158.9%
+156.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.1% | -4.0% |
| 7D | -2.4% | -1.1% | -1.3% | -1.7% |
| 30D | -13.3% | +4.4% | -17.7% | -15.7% |
| 3M | -31.0% | -2.9% | -28.1% | -29.6% |
| 6M | -17.1% | +15.6% | -32.7% | -24.8% |
| YTD | -1.9% | +21.8% | -23.7% | -14.2% |
| 1Y | -2.4% | +42.6% | -45.0% | -22.9% |
| All | +315.7% | +158.9% | +156.8% | +141.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling