+151.3%
GEN vs HIG
+315.0%
-163.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -4.3% | -2.3% | -2.1% | -3.9% |
| 30D | +3.8% | -1.2% | +5.0% | +4.0% |
| 3M | +22.3% | +6.3% | +16.0% | +20.6% |
| 6M | +39.0% | +0.6% | +38.4% | +38.6% |
| YTD | +11.9% | +0.6% | +11.3% | +11.5% |
| 1Y | +4.5% | +6.1% | -1.6% | +2.9% |
| 3Y | +59.0% | +102.0% | -43.0% | +38.0% |
| 5Y | +22.0% | +119.2% | -97.2% | +3.9% |
| All | +151.3% | +315.0% | -163.7% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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