-3.8%
BAH vs RGEN
-42.7%
+38.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -4.3% | -0.9% | -3.5% | -4.3% |
| 30D | -4.5% | +2.8% | -7.3% | -4.7% |
| 3M | -7.6% | +34.5% | -42.1% | -10.2% |
| 6M | -10.6% | +40.5% | -51.1% | -13.7% |
| YTD | -12.6% | +2.8% | -15.4% | -13.3% |
| 1Y | -27.0% | +39.6% | -66.6% | -29.5% |
| 3Y | -31.5% | +4.4% | -35.9% | -33.3% |
| 5Y | -3.8% | -42.8% | +38.9% | -10.0% |
| All | -3.8% | -42.7% | +38.9% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling