+380.3%
HWM vs REGN
-2.9%
+383.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.7% |
| 7D | -12.5% | -6.0% | -6.6% | -11.5% |
| 30D | -19.0% | -0.4% | -18.6% | -18.9% |
| 3M | -8.6% | +32.0% | -40.6% | -13.2% |
| 6M | -10.2% | +3.0% | -13.2% | -11.0% |
| YTD | +11.3% | +3.2% | +8.2% | +10.2% |
| 1Y | +24.3% | +43.4% | -19.2% | +16.9% |
| All | +380.3% | -2.9% | +383.2% | +361.1% |
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