+20.6%
GEN vs XHB
+37.2%
-16.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -1.8% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | +2.6% | -9.1% | +11.7% | +6.3% |
| 3M | +15.8% | -2.3% | +18.1% | +16.2% |
| 6M | +33.1% | -4.1% | +37.3% | +33.9% |
| YTD | +11.3% | -1.7% | +13.0% | +10.6% |
| 1Y | +1.7% | -15.1% | +16.8% | +7.1% |
| 3Y | +58.1% | +26.8% | +31.3% | +38.9% |
| 5Y | +20.6% | +37.3% | -16.7% | -1.4% |
| All | +20.6% | +37.2% | -16.6% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling