+205.7%
XHB vs RY
+371.6%
-166.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -1.8% |
| 7D | +0.2% | +2.7% | -2.5% | -2.0% |
| 30D | -9.1% | -1.0% | -8.1% | -8.5% |
| 3M | -2.3% | +7.6% | -10.0% | -8.3% |
| 6M | -4.1% | +29.5% | -33.6% | -22.6% |
| YTD | -1.7% | +24.2% | -25.9% | -18.1% |
| 1Y | -15.1% | +46.4% | -61.5% | -38.3% |
| 3Y | +26.8% | +159.4% | -132.6% | -43.8% |
| 5Y | +37.3% | +141.8% | -104.5% | -35.9% |
| 10Y | +205.7% | +373.9% | -168.2% | -16.3% |
| All | +205.7% | +371.6% | -166.0% | -16.3% |
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