+1,352.0%
HWM vs RY
+361.4%
+990.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.1% | -3.0% |
| 7D | -2.4% | -1.1% | -1.3% | -1.4% |
| 30D | -13.3% | +4.4% | -17.7% | -17.2% |
| 3M | -31.0% | -2.9% | -28.1% | -29.0% |
| 6M | -17.1% | +15.6% | -32.7% | -29.2% |
| YTD | -1.9% | +21.8% | -23.7% | -20.9% |
| 1Y | -2.4% | +42.6% | -45.0% | -33.5% |
| 3Y | +322.2% | +160.9% | +161.3% | +44.5% |
| 5Y | +509.8% | +126.1% | +383.8% | +142.0% |
| 10Y | +1,453.8% | +371.7% | +1,082.1% | +191.7% |
| All | +1,352.0% | +361.4% | +990.6% | +175.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling