-23.8%
HDB vs RY
+154.9%
-178.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +0.4% | +3.1% | -2.7% | -1.2% |
| 30D | -2.8% | -0.3% | -2.5% | -2.7% |
| 3M | -3.5% | +8.7% | -12.2% | -7.5% |
| 6M | -24.7% | +28.5% | -53.3% | -33.5% |
| YTD | -36.6% | +25.1% | -61.7% | -43.4% |
| 1Y | -34.4% | +46.3% | -80.7% | -45.3% |
| All | -23.8% | +154.9% | -178.7% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling