-25.3%
HDB vs RY
+122.0%
-147.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.5% |
| 7D | +13.3% | -0.9% | +14.2% | +13.9% |
| 30D | +13.6% | +5.9% | +7.7% | +9.7% |
| 3M | +5.8% | -4.3% | +10.0% | +8.3% |
| 6M | -1.9% | +12.1% | -14.0% | -8.2% |
| YTD | -31.2% | +20.3% | -51.5% | -38.2% |
| 1Y | -29.6% | +41.0% | -70.6% | -42.1% |
| 3Y | -10.1% | +157.5% | -167.6% | -49.3% |
| All | -25.3% | +122.0% | -147.3% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling