+2.6%
HAL vs REGN
+105.3%
-102.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.4% |
| 7D | -3.3% | -5.6% | +2.3% | -2.4% |
| 30D | +8.2% | -2.0% | +10.1% | +8.5% |
| 3M | -9.4% | +28.0% | -37.4% | -13.3% |
| 6M | +0.6% | +1.2% | -0.5% | 0.0% |
| YTD | +28.6% | +1.6% | +26.9% | +27.4% |
| 1Y | +63.9% | +38.2% | +25.7% | +52.5% |
| 3Y | -7.1% | -5.4% | -1.8% | -8.9% |
| 5Y | +102.3% | +21.3% | +81.1% | +87.1% |
| All | +2.6% | +105.3% | -102.7% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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