-34.4%
HDB vs RY
+46.1%
-80.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | +0.4% | +3.1% | -2.7% | -1.9% |
| 30D | -2.8% | -0.3% | -2.5% | -2.7% |
| 3M | -3.5% | +8.7% | -12.2% | -9.7% |
| 6M | -24.7% | +28.5% | -53.3% | -38.1% |
| YTD | -36.6% | +25.1% | -61.7% | -47.3% |
| 1Y | -34.4% | +46.3% | -80.7% | -49.1% |
| All | -34.4% | +46.1% | -80.4% | -49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling