-10.1%
HDB vs RY
+155.6%
-165.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.5% |
| 7D | +13.3% | -0.9% | +14.2% | +13.8% |
| 30D | +13.6% | +5.9% | +7.7% | +10.0% |
| 3M | +5.8% | -4.3% | +10.0% | +8.0% |
| 6M | -1.9% | +12.1% | -14.0% | -7.5% |
| YTD | -31.2% | +20.3% | -51.5% | -37.5% |
| 1Y | -29.6% | +41.0% | -70.6% | -40.2% |
| 3Y | -10.1% | +157.5% | -167.6% | -43.2% |
| All | -10.1% | +155.6% | -165.7% | -43.2% |
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