+148.8%
HYG vs RY
+730.2%
-581.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.4% | +0.6% | -0.9% | -0.5% |
| 30D | +0.7% | +5.0% | -4.3% | -0.6% |
| 3M | -2.1% | -5.3% | +3.2% | -0.9% |
| 6M | -0.8% | +13.8% | -14.6% | -4.2% |
| YTD | +0.3% | +21.0% | -20.7% | -4.7% |
| 1Y | +1.8% | +40.5% | -38.7% | -6.9% |
| 3Y | +24.1% | +159.7% | -135.5% | -3.5% |
| 5Y | +17.7% | +124.3% | -106.6% | -5.7% |
| 10Y | +56.8% | +351.6% | -294.8% | +2.9% |
| All | +148.8% | +730.2% | -581.4% | +28.7% |
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