+514.1%
THC vs RY
+11,266.1%
-10,751.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -0.2% |
| 7D | +5.9% | -1.1% | +7.0% | +6.7% |
| 30D | +10.8% | +4.4% | +6.4% | +7.9% |
| 3M | +9.4% | -2.9% | +12.4% | +11.3% |
| 6M | +53.3% | +15.6% | +37.7% | +39.3% |
| YTD | +44.2% | +21.8% | +22.3% | +25.9% |
| 1Y | +37.3% | +42.6% | -5.3% | +8.4% |
| 3Y | +421.6% | +160.9% | +260.7% | +180.2% |
| 5Y | +279.8% | +126.1% | +153.7% | +123.3% |
| 10Y | +1,513.9% | +371.7% | +1,142.1% | +554.1% |
| All | +514.1% | +11,266.1% | -10,751.9% | -7.7% |
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