Canadian HD Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-09-30| Period | Strategy | S&P/TSX TR | Excess Return |
|---|---|---|---|
| 1 Month | -1.10% | -2.62% | +1.52% |
| 3 Month | +3.17% | +1.62% | +1.55% |
| 1 Year | +38.97% | +20.02% | +18.95% |
| 3 Year (Ann.) | +29.09% | +25.03% | +4.06% |
| 5 Year (Ann.) | +16.43% | +15.18% | +1.24% |
| 10 Year (Ann.) | +14.15% | +12.38% | +1.78% |
| Since Inception (Ann.) | +16.52% | +8.31% | +8.21% |
Annual Returns
| Year | Strategy | S&P/TSX TR |
|---|---|---|
| YTD | +23.7% | +13.0% |
| 2025 | +28.5% | +31.7% |
| 2024 | +27.6% | +21.6% |
| 2023 | +2.9% | +11.8% |
| 2022 | -3.2% | -5.8% |
| 2021 | +20.0% | +25.1% |
| 2020 | +8.7% | +5.6% |
| 2019 | +29.1% | +22.9% |
| 2018 | -4.6% | -8.9% |
| 2017 | +12.9% | +9.1% |
| 2016 | +22.0% | +21.1% |
Risk Statistics
Volatility (Annual)10.0%
Max Drawdown-41.1%
Beta0.57
Index Correlation0.74
R-Squared0.55
Sharpe Ratio1.42
Sortino Ratio2.34
Jensen's Alpha10.89%
Tracking Error8.7%
Information Ratio0.94
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