+92.9%
GEN vs USHY
+50.7%
+42.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +2.6% | 0.0% | +2.7% | +2.7% |
| 3M | +15.8% | +1.2% | +14.6% | +14.3% |
| 6M | +33.1% | +2.6% | +30.5% | +29.3% |
| YTD | +11.3% | +2.4% | +8.9% | +8.4% |
| 1Y | +1.7% | +4.2% | -2.6% | -2.9% |
| 3Y | +58.1% | +28.0% | +30.1% | +22.2% |
| 5Y | +20.6% | +21.8% | -1.2% | -1.6% |
| All | +92.9% | +50.7% | +42.2% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling