+55.2%
HYG vs RY
+377.3%
-322.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | -2.2% | +1.5% | -0.1% |
| 30D | -0.7% | -3.6% | +2.8% | +0.1% |
| 3M | -0.2% | +3.9% | -4.1% | -1.3% |
| 6M | +1.4% | +26.4% | -25.0% | -4.6% |
| YTD | +1.5% | +22.3% | -20.9% | -3.9% |
| 1Y | +2.9% | +43.7% | -40.8% | -6.5% |
| 3Y | +25.6% | +154.0% | -128.3% | -2.7% |
| 5Y | +18.6% | +137.6% | -119.0% | -7.3% |
| All | +55.2% | +377.3% | -322.1% | -1.2% |
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