+821.5%
HUT vs REGN
-4.3%
+825.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.5% | +10.3% | +9.2% |
| 7D | +5.4% | -5.6% | +11.0% | +7.1% |
| 30D | +8.6% | -2.0% | +10.6% | +8.9% |
| 3M | -15.2% | +28.0% | -43.2% | -21.9% |
| 6M | +92.9% | +1.2% | +91.7% | +91.5% |
| YTD | +114.6% | +1.6% | +113.0% | +112.9% |
| 1Y | +208.5% | +38.2% | +170.3% | +184.4% |
| 3Y | +821.5% | -5.4% | +826.9% | +900.3% |
| All | +821.5% | -4.3% | +825.8% | +900.3% |
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