-35.7%
HDB vs RY
+140.8%
-176.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +0.4% | +3.1% | -2.7% | -1.4% |
| 30D | -2.8% | -0.3% | -2.5% | -2.7% |
| 3M | -3.5% | +8.7% | -12.2% | -8.1% |
| 6M | -24.7% | +28.5% | -53.3% | -34.8% |
| YTD | -36.6% | +25.1% | -61.7% | -44.3% |
| 1Y | -34.4% | +46.3% | -80.7% | -47.2% |
| 3Y | -24.4% | +154.9% | -179.3% | -57.2% |
| All | -35.7% | +140.8% | -176.5% | -62.0% |
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 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