+34.0%
HDB vs RY
+371.6%
-337.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.5% |
| 7D | -2.0% | +2.7% | -4.8% | -3.9% |
| 30D | -4.9% | -1.0% | -3.9% | -4.3% |
| 3M | -2.3% | +7.6% | -10.0% | -7.2% |
| 6M | -23.7% | +29.5% | -53.2% | -36.1% |
| YTD | -38.5% | +24.2% | -62.6% | -47.1% |
| 1Y | -36.5% | +46.4% | -82.9% | -51.3% |
| 3Y | -28.5% | +159.4% | -187.9% | -64.2% |
| 5Y | -37.4% | +141.8% | -179.2% | -67.4% |
| 10Y | +34.0% | +373.9% | -339.9% | -54.0% |
| All | +34.0% | +371.6% | -337.6% | -54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling