+233.4%
XHB vs RY
+351.1%
-117.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.9% |
| 7D | -0.2% | +0.6% | -0.8% | -0.6% |
| 30D | +9.9% | +5.0% | +4.9% | +5.7% |
| 3M | -6.3% | -5.3% | -1.0% | -2.0% |
| 6M | +3.8% | +13.8% | -10.0% | -6.9% |
| YTD | +0.1% | +21.0% | -20.8% | -14.7% |
| 1Y | -0.8% | +40.5% | -41.3% | -25.4% |
| 3Y | +35.6% | +159.7% | -124.0% | -39.9% |
| 5Y | +29.6% | +124.3% | -94.8% | -35.5% |
| All | +233.4% | +351.1% | -117.7% | -0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling