+65.9%
HDB vs RY
+351.8%
-285.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -0.9% |
| 7D | +4.1% | -0.5% | +4.6% | +4.5% |
| 30D | +13.0% | +4.7% | +8.2% | +9.3% |
| 3M | +11.3% | -4.5% | +15.7% | +14.7% |
| 6M | +6.9% | +12.5% | -5.6% | -1.6% |
| YTD | -29.6% | +21.1% | -50.8% | -38.5% |
| 1Y | -29.5% | +38.6% | -68.2% | -44.0% |
| 3Y | -8.1% | +160.2% | -168.3% | -54.3% |
| 5Y | -23.4% | +124.7% | -148.1% | -58.0% |
| All | +65.9% | +351.8% | -285.9% | -39.0% |
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