Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in 2026 Model Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Sep 10, 2025, corresponding to the inception date of BIGY.TO
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.44% | 0.25% | -2.46% | -2.17% | 26.93% | 18.24% | 12.68% | 12.98% |
Portfolio 2026 Model Portfolio | -0.56% | -1.29% | -6.08% | -20.06% | — | — | — | — |
| Portfolio components: | ||||||||
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF | 0.30% | -2.77% | -5.62% | -2.16% | 37.43% | 17.53% | — | — |
HDIV.TO Hamilton Enhanced Multi-Sector Covered Call ETF | 0.38% | 1.42% | 5.21% | 10.80% | 51.73% | 23.34% | — | — |
XEQT.TO iShares Core Equity ETF Portfolio | 0.12% | 0.75% | 1.64% | 2.28% | 33.26% | 18.46% | 12.01% | — |
BANK.TO Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | 0.48% | 2.13% | 1.43% | 15.28% | 49.87% | 26.36% | — | — |
BIGY.TO Evolve US Equity UltraYield ETF | -0.34% | -6.81% | -15.21% | -20.60% | — | — | — | — |
HHIS.TO Harvest Diversified High Income Shares ETF | -0.78% | -1.54% | -10.75% | -12.82% | 41.70% | — | — | — |
QDAY.NEO Hamilton EnhancedTechnology DayMAX™ ETF | 0.36% | -0.97% | -11.15% | -15.16% | — | — | — | — |
QQCL.TO Global X Enhanced NASDAQ-100 Covered Call ETF | 0.43% | 0.50% | -1.81% | -0.28% | 38.73% | — | — | — |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | -3.06% | -8.11% | -19.53% | -69.78% | -63.14% | — | — | — |
HBIX.NEO Harvest Bitcoin Enhanced Income ETF | -1.95% | 2.63% | -25.55% | -49.62% | — | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Sep 11, 2025, 2026 Model Portfolio's average daily return is -0.10%, while the average monthly return is -1.94%.
Historically, 13% of months were positive and 88% were negative. The best month was Sep 2025 with a return of +3.0%, while the worst month was Nov 2025 at -8.0%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 7 months.
On a daily basis, 2026 Model Portfolio closed higher 50% of trading days. The best single day was Feb 6, 2026 with a return of +7.5%, while the worst single day was Feb 5, 2026 at -6.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.16% | -3.52% | -2.35% | -0.15% | -6.08% | ||||||||
| 2025 | 2.97% | -0.35% | -7.95% | -4.02% | -9.34% |
Benchmark Metrics
2026 Model Portfolio has an annualized alpha of -23.43%, beta of 1.43, and R² of 0.48 versus S&P 500 Index. Calculated based on daily prices since September 11, 2025.
- This portfolio participated in 278.47% of S&P 500 Index downside but only 53.10% of its upside — more exposed to losses than it benefited from rallies.
- R² of 0.48 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -23.43%
- Beta
- 1.43
- R²
- 0.48
- Upside Capture
- 53.10%
- Downside Capture
- 278.47%
Expense Ratio
2026 Model Portfolio has an expense ratio of 0.50%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Top 10 holdings
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF | 51 | 0.95 | 1.47 | 1.22 | 1.55 | 6.52 |
HDIV.TO Hamilton Enhanced Multi-Sector Covered Call ETF | 88 | 2.12 | 2.68 | 1.46 | 2.68 | 12.99 |
XEQT.TO iShares Core Equity ETF Portfolio | 66 | 1.28 | 1.79 | 1.28 | 1.81 | 8.03 |
BANK.TO Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | 95 | 2.87 | 3.60 | 1.56 | 3.91 | 15.98 |
BIGY.TO Evolve US Equity UltraYield ETF | — | — | — | — | — | — |
HHIS.TO Harvest Diversified High Income Shares ETF | 38 | 0.79 | 1.34 | 1.18 | 1.16 | 3.06 |
QDAY.NEO Hamilton EnhancedTechnology DayMAX™ ETF | — | — | — | — | — | — |
QQCL.TO Global X Enhanced NASDAQ-100 Covered Call ETF | 42 | 0.80 | 1.27 | 1.20 | 1.28 | 5.10 |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | 1 | -0.81 | -1.34 | 0.85 | -0.81 | -1.41 |
HBIX.NEO Harvest Bitcoin Enhanced Income ETF | — | — | — | — | — | — |
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Dividends
Dividend yield
2026 Model Portfolio provided a 43.84% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
| Portfolio | 43.84% | 32.19% | 4.86% | 3.85% | 3.13% | 0.67% | 0.33% | 0.24% |
| Portfolio components: | ||||||||
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF | 13.31% | 11.98% | 12.13% | 12.11% | 13.02% | 0.00% | 0.00% | 0.00% |
HDIV.TO Hamilton Enhanced Multi-Sector Covered Call ETF | 10.00% | 10.09% | 11.38% | 10.41% | 9.64% | 3.39% | 0.00% | 0.00% |
XEQT.TO iShares Core Equity ETF Portfolio | 1.64% | 1.66% | 2.01% | 2.07% | 2.12% | 1.64% | 1.66% | 1.19% |
BANK.TO Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | 14.37% | 13.73% | 15.28% | 13.60% | 10.52% | 0.00% | 0.00% | 0.00% |
BIGY.TO Evolve US Equity UltraYield ETF | 22.93% | 9.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HHIS.TO Harvest Diversified High Income Shares ETF | 30.73% | 22.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QDAY.NEO Hamilton EnhancedTechnology DayMAX™ ETF | 5.34% | 4.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQCL.TO Global X Enhanced NASDAQ-100 Covered Call ETF | 15.59% | 14.54% | 11.87% | 3.68% | 0.00% | 0.00% | 0.00% | 0.00% |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | 170.38% | 121.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HBIX.NEO Harvest Bitcoin Enhanced Income ETF | 38.59% | 20.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 2026 Model Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the 2026 Model Portfolio was 25.19%, occurring on Feb 5, 2026. The portfolio has not yet recovered.
The current 2026 Model Portfolio drawdown is 21.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.19% | Oct 7, 2025 | 84 | Feb 5, 2026 | — | — | — |
| -3.02% | Sep 19, 2025 | 5 | Sep 25, 2025 | 4 | Oct 1, 2025 | 9 |
| -0.46% | Sep 17, 2025 | 1 | Sep 17, 2025 | 1 | Sep 18, 2025 | 2 |
| -0.16% | Sep 15, 2025 | 1 | Sep 15, 2025 | 1 | Sep 16, 2025 | 2 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 13 assets, with an effective number of assets of 8.28, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | CASH.TO | ENCL.TO | BANK.TO | MSTE.TO | HBIX.NEO | HDIV.TO | QDAY.NEO | HBTE.NEO | XEQT.TO | QQCL.TO | HYLD.TO | BIGY.TO | HHIS.TO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.04 | -0.06 | 0.58 | 0.44 | 0.46 | 0.68 | 0.81 | 0.58 | 0.87 | 0.93 | 0.82 | 0.72 | 0.80 | 0.67 |
| CASH.TO | 0.04 | 1.00 | 0.16 | 0.04 | 0.10 | 0.08 | 0.04 | -0.09 | 0.02 | 0.04 | -0.05 | -0.00 | 0.08 | 0.02 | 0.10 |
| ENCL.TO | -0.06 | 0.16 | 1.00 | -0.14 | 0.10 | 0.16 | 0.17 | -0.08 | 0.12 | 0.03 | -0.10 | -0.01 | -0.05 | -0.08 | 0.11 |
| BANK.TO | 0.58 | 0.04 | -0.14 | 1.00 | 0.25 | 0.36 | 0.72 | 0.52 | 0.41 | 0.73 | 0.55 | 0.62 | 0.49 | 0.48 | 0.50 |
| MSTE.TO | 0.44 | 0.10 | 0.10 | 0.25 | 1.00 | 0.83 | 0.36 | 0.40 | 0.77 | 0.42 | 0.46 | 0.48 | 0.74 | 0.66 | 0.91 |
| HBIX.NEO | 0.46 | 0.08 | 0.16 | 0.36 | 0.83 | 1.00 | 0.41 | 0.49 | 0.74 | 0.48 | 0.49 | 0.51 | 0.73 | 0.65 | 0.85 |
| HDIV.TO | 0.68 | 0.04 | 0.17 | 0.72 | 0.36 | 0.41 | 1.00 | 0.59 | 0.55 | 0.86 | 0.63 | 0.78 | 0.56 | 0.60 | 0.62 |
| QDAY.NEO | 0.81 | -0.09 | -0.08 | 0.52 | 0.40 | 0.49 | 0.59 | 1.00 | 0.63 | 0.75 | 0.88 | 0.78 | 0.70 | 0.81 | 0.64 |
| HBTE.NEO | 0.58 | 0.02 | 0.12 | 0.41 | 0.77 | 0.74 | 0.55 | 0.63 | 1.00 | 0.63 | 0.65 | 0.68 | 0.75 | 0.78 | 0.88 |
| XEQT.TO | 0.87 | 0.04 | 0.03 | 0.73 | 0.42 | 0.48 | 0.86 | 0.75 | 0.63 | 1.00 | 0.82 | 0.87 | 0.69 | 0.74 | 0.71 |
| QQCL.TO | 0.93 | -0.05 | -0.10 | 0.55 | 0.46 | 0.49 | 0.63 | 0.88 | 0.65 | 0.82 | 1.00 | 0.82 | 0.75 | 0.86 | 0.70 |
| HYLD.TO | 0.82 | -0.00 | -0.01 | 0.62 | 0.48 | 0.51 | 0.78 | 0.78 | 0.68 | 0.87 | 0.82 | 1.00 | 0.82 | 0.83 | 0.74 |
| BIGY.TO | 0.72 | 0.08 | -0.05 | 0.49 | 0.74 | 0.73 | 0.56 | 0.70 | 0.75 | 0.69 | 0.75 | 0.82 | 1.00 | 0.90 | 0.88 |
| HHIS.TO | 0.80 | 0.02 | -0.08 | 0.48 | 0.66 | 0.65 | 0.60 | 0.81 | 0.78 | 0.74 | 0.86 | 0.83 | 0.90 | 1.00 | 0.85 |
| Portfolio | 0.67 | 0.10 | 0.11 | 0.50 | 0.91 | 0.85 | 0.62 | 0.64 | 0.88 | 0.71 | 0.70 | 0.74 | 0.88 | 0.85 | 1.00 |