+64.9%
HDB vs RY
+355.6%
-290.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.2% |
| 7D | +6.9% | -3.0% | +9.9% | +9.1% |
| 30D | +15.2% | +6.3% | +9.0% | +10.4% |
| 3M | +11.7% | -2.6% | +14.3% | +13.6% |
| 6M | +7.5% | +13.9% | -6.4% | -1.9% |
| YTD | -28.8% | +21.7% | -50.5% | -38.0% |
| 1Y | -29.1% | +40.4% | -69.5% | -44.1% |
| 3Y | -7.0% | +161.3% | -168.3% | -53.9% |
| 5Y | -22.1% | +126.5% | -148.5% | -57.5% |
| 10Y | +64.9% | +354.3% | -289.4% | -39.1% |
| All | +64.9% | +355.6% | -290.7% | -39.1% |
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 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