+64.6%
GEN vs USHY
+27.0%
+37.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.9% |
| 7D | -4.4% | -0.7% | -3.6% | -2.5% |
| 30D | +3.7% | -0.5% | +4.3% | +5.2% |
| 3M | +22.2% | +0.5% | +21.7% | +20.7% |
| 6M | +38.9% | +1.5% | +37.4% | +34.0% |
| YTD | +11.9% | +1.7% | +10.1% | +7.4% |
| 1Y | +4.5% | +3.5% | +0.9% | -4.0% |
| All | +64.6% | +27.0% | +37.6% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling