-26.6%
BAH vs RGEN
+15.5%
-42.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -4.7% |
| 7D | -3.5% | -1.9% | -1.6% | -3.4% |
| 30D | +24.3% | +3.7% | +20.5% | +23.6% |
| 3M | +16.3% | +8.8% | +7.5% | +14.8% |
| 6M | +13.6% | +38.0% | -24.4% | +9.1% |
| YTD | +3.5% | +5.9% | -2.4% | +1.8% |
| 1Y | +2.7% | +19.7% | -17.0% | -0.2% |
| 3Y | -26.6% | +20.5% | -47.1% | -28.0% |
| All | -26.6% | +15.5% | -42.1% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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