+3,769.4%
HDB vs RY
+3,246.2%
+523.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | +0.4% | +3.1% | -2.7% | -1.9% |
| 30D | -2.8% | -0.3% | -2.5% | -2.7% |
| 3M | -3.5% | +8.7% | -12.2% | -9.6% |
| 6M | -24.7% | +28.5% | -53.3% | -37.9% |
| YTD | -36.6% | +25.1% | -61.7% | -46.7% |
| 1Y | -34.4% | +46.3% | -80.7% | -51.2% |
| 3Y | -24.4% | +154.9% | -179.3% | -64.3% |
| 5Y | -35.4% | +140.3% | -175.6% | -68.5% |
| 10Y | +39.5% | +377.0% | -337.5% | -61.5% |
| All | +3,769.4% | +3,246.2% | +523.2% | +319.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling