+531.0%
HWM vs RY
+123.7%
+407.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.5% |
| 7D | +3.4% | -0.9% | +4.3% | +4.0% |
| 30D | -7.5% | +5.9% | -13.4% | -11.6% |
| 3M | -28.9% | -4.3% | -24.6% | -26.5% |
| 6M | -19.6% | +12.1% | -31.7% | -26.7% |
| YTD | +0.6% | +20.3% | -19.7% | -13.2% |
| 1Y | +0.3% | +41.0% | -40.7% | -23.6% |
| 3Y | +326.1% | +157.5% | +168.6% | +95.5% |
| All | +531.0% | +123.7% | +407.3% | +230.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling