+153.5%
HYG vs RY
+758.8%
-605.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -0.2% | +3.1% | -3.3% | -1.0% |
| 30D | +0.1% | -0.3% | +0.4% | +0.1% |
| 3M | +0.7% | +8.7% | -8.0% | -1.5% |
| 6M | +1.5% | +28.5% | -27.1% | -4.9% |
| YTD | +2.2% | +25.1% | -22.9% | -3.7% |
| 1Y | +3.9% | +46.3% | -42.4% | -5.9% |
| 3Y | +26.0% | +154.9% | -128.9% | -1.6% |
| 5Y | +19.2% | +140.3% | -121.1% | -6.2% |
| 10Y | +54.8% | +377.0% | -322.2% | +0.3% |
| All | +153.5% | +758.8% | -605.2% | +30.1% |
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