+392.8%
HL vs REGN
-4.3%
+397.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -4.4% | -5.6% | +1.2% | -3.4% |
| 30D | +9.3% | -2.0% | +11.3% | +9.8% |
| 3M | +32.0% | +28.0% | +4.0% | +27.3% |
| 6M | -6.4% | +1.2% | -7.6% | -6.6% |
| YTD | +3.1% | +1.6% | +1.5% | +2.9% |
| 1Y | +77.6% | +38.2% | +39.3% | +72.1% |
| 3Y | +392.8% | -5.4% | +398.2% | +455.0% |
| All | +392.8% | -4.3% | +397.1% | +455.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling