-25.0%
HD vs REGN
+41.3%
-66.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | -3.8% | -5.6% | +1.8% | -3.1% |
| 30D | -9.4% | -2.0% | -7.5% | -9.2% |
| 3M | -4.6% | +28.0% | -32.6% | -7.8% |
| 6M | -10.1% | +1.2% | -11.2% | -11.1% |
| YTD | -8.3% | +1.6% | -10.0% | -9.6% |
| 1Y | -25.0% | +38.2% | -63.3% | -26.5% |
| All | -25.0% | +41.3% | -66.3% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling