+50.7%
USHY vs RY
+264.8%
-214.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | 0.0% | +2.7% | -2.7% | -0.6% |
| 30D | 0.0% | -1.0% | +1.0% | +0.2% |
| 3M | +1.2% | +7.6% | -6.5% | -0.7% |
| 6M | +2.6% | +29.5% | -26.8% | -3.7% |
| YTD | +2.4% | +24.2% | -21.7% | -3.0% |
| 1Y | +4.2% | +46.4% | -42.2% | -5.2% |
| 3Y | +28.0% | +159.4% | -131.4% | +0.2% |
| 5Y | +21.8% | +141.8% | -120.1% | -3.7% |
| All | +50.7% | +264.8% | -214.1% | +4.6% |
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