+151.3%
GEN vs XHB
+210.4%
-59.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.5% |
| 7D | -4.3% | -5.2% | +0.9% | -2.5% |
| 30D | +3.8% | -12.1% | +15.9% | +8.6% |
| 3M | +22.3% | -6.2% | +28.5% | +24.6% |
| 6M | +39.0% | -6.7% | +45.7% | +41.0% |
| YTD | +11.9% | -5.5% | +17.4% | +12.8% |
| 1Y | +4.5% | -15.6% | +20.2% | +9.8% |
| 3Y | +59.0% | +22.0% | +37.0% | +44.1% |
| 5Y | +22.0% | +31.8% | -9.8% | +5.8% |
| All | +151.3% | +210.4% | -59.1% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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