+20.6%
GEN vs HIG
+117.6%
-97.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.4% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | +2.1% | -2.8% | +4.9% | +3.1% |
| 3M | +19.7% | +6.3% | +13.4% | +16.9% |
| 6M | +33.3% | -0.1% | +33.4% | +32.9% |
| YTD | +11.1% | +0.4% | +10.7% | +10.4% |
| 1Y | +3.0% | +6.2% | -3.2% | 0.0% |
| 3Y | +57.9% | +101.6% | -43.7% | +22.5% |
| 5Y | +20.6% | +119.8% | -99.2% | -10.8% |
| All | +20.6% | +117.6% | -97.0% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling