+1,074.1%
BAH vs RGEN
+4,578.0%
-3,504.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -1.6% | -3.1% | +1.5% | -1.3% |
| 30D | +18.0% | +0.1% | +17.9% | +17.8% |
| 3M | +11.4% | +4.8% | +6.7% | +10.4% |
| 6M | +17.7% | +48.9% | -31.2% | +11.7% |
| YTD | +5.4% | +5.3% | 0.0% | +3.6% |
| 1Y | +2.8% | +12.5% | -9.7% | +0.2% |
| 3Y | -26.7% | +17.0% | -43.6% | -30.4% |
| 5Y | +8.1% | -35.4% | +43.4% | +6.1% |
| 10Y | +202.5% | +434.6% | -232.1% | +125.3% |
| All | +1,074.1% | +4,578.0% | -3,504.0% | +609.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling