+96.7%
GEN vs USHY
+48.0%
+48.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +2.0% | -0.4% | +2.5% | +2.6% |
| 30D | +27.7% | +0.6% | +27.1% | +26.9% |
| 3M | +3.3% | -2.0% | +5.3% | +5.9% |
| 6M | +31.8% | -0.5% | +32.3% | +32.9% |
| YTD | +13.5% | +0.6% | +12.9% | +13.1% |
| 1Y | +16.0% | +2.1% | +13.9% | +13.6% |
| 3Y | +70.6% | +25.3% | +45.3% | +35.2% |
| 5Y | +32.1% | +19.7% | +12.4% | +10.1% |
| All | +96.7% | +48.0% | +48.7% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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