+48.0%
USHY vs RY
+255.3%
-207.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | +0.6% | +5.0% | -4.4% | -0.6% |
| 3M | -2.0% | -5.3% | +3.3% | -0.8% |
| 6M | -0.5% | +13.8% | -14.4% | -3.8% |
| YTD | +0.6% | +21.0% | -20.3% | -4.2% |
| 1Y | +2.1% | +40.5% | -38.4% | -6.2% |
| 3Y | +25.3% | +159.7% | -134.3% | -2.0% |
| 5Y | +19.7% | +124.3% | -104.6% | -3.6% |
| All | +48.0% | +255.3% | -207.3% | +3.3% |
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