+151.3%
GEN vs HBM
+622.7%
-471.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.5% | +8.2% | +1.5% |
| 7D | -4.3% | -3.7% | -0.6% | -4.0% |
| 30D | +3.8% | -3.7% | +7.4% | +4.0% |
| 3M | +22.3% | +8.0% | +14.3% | +20.5% |
| 6M | +39.0% | +15.8% | +23.2% | +35.2% |
| YTD | +11.9% | +34.4% | -22.5% | +6.6% |
| 1Y | +4.5% | +98.2% | -93.7% | -5.0% |
| 3Y | +59.0% | +476.6% | -417.6% | +26.4% |
| 5Y | +22.0% | +331.1% | -309.1% | -2.9% |
| All | +151.3% | +622.7% | -471.3% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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