+99.3%
HLT vs REGN
-4.3%
+103.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -1.6% | -5.6% | +4.0% | -0.8% |
| 30D | -5.0% | -2.0% | -3.1% | -4.8% |
| 3M | -10.4% | +28.0% | -38.3% | -13.6% |
| 6M | +3.2% | +1.2% | +2.1% | +2.8% |
| YTD | +6.7% | +1.6% | +5.1% | +6.0% |
| 1Y | +10.3% | +38.2% | -28.0% | +5.2% |
| 3Y | +99.3% | -5.4% | +104.7% | +100.3% |
| All | +99.3% | -4.3% | +103.7% | +100.3% |
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