+40.0%
HLT vs REGN
+43.8%
-3.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.4% |
| 7D | +3.6% | +10.3% | -6.7% | +1.9% |
| 30D | +14.6% | +22.2% | -7.6% | +10.9% |
| 3M | +13.9% | +17.6% | -3.7% | +10.7% |
| 6M | +18.3% | +28.9% | -10.6% | +12.8% |
| YTD | +28.9% | +17.4% | +11.4% | +24.6% |
| 1Y | +40.0% | +40.9% | -0.8% | +29.5% |
| All | +40.0% | +43.8% | -3.8% | +29.5% |
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