+308.1%
HUBS vs REGN
+105.3%
+202.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | -9.0% | -5.6% | -3.4% | -7.6% |
| 30D | +7.2% | -2.0% | +9.2% | +7.7% |
| 3M | +20.9% | +28.0% | -7.1% | +13.3% |
| 6M | -13.0% | +1.2% | -14.2% | -14.0% |
| YTD | -43.8% | +1.6% | -45.5% | -44.7% |
| 1Y | -54.6% | +38.2% | -92.9% | -59.6% |
| 3Y | -58.5% | -5.4% | -53.1% | -59.6% |
| 5Y | -66.4% | +21.3% | -87.7% | -70.7% |
| All | +308.1% | +105.3% | +202.9% | +181.5% |
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 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