+177.7%
XHB vs RY
+1,007.0%
-829.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.5% |
| 7D | +1.3% | -0.9% | +2.2% | +2.1% |
| 30D | +7.8% | +5.9% | +1.9% | +3.3% |
| 3M | -5.5% | -4.3% | -1.2% | -2.3% |
| 6M | -2.6% | +12.1% | -14.7% | -10.9% |
| YTD | +0.4% | +20.3% | -19.9% | -13.1% |
| 1Y | -1.0% | +41.0% | -42.0% | -24.2% |
| 3Y | +37.3% | +157.5% | -120.2% | -34.4% |
| 5Y | +33.7% | +123.2% | -89.5% | -29.0% |
| 10Y | +256.9% | +365.7% | -108.8% | +8.2% |
| All | +177.7% | +1,007.0% | -829.3% | -53.1% |
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