+622.3%
HWM vs REGN
+21.2%
+601.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -11.4% | -5.6% | -5.9% | -10.5% |
| 30D | -18.5% | -2.0% | -16.5% | -18.2% |
| 3M | -13.2% | +28.0% | -41.1% | -17.1% |
| 6M | -8.7% | +1.2% | -9.8% | -9.2% |
| YTD | +12.2% | +1.6% | +10.5% | +11.4% |
| 1Y | +24.9% | +38.2% | -13.3% | +17.5% |
| 3Y | +383.9% | -5.4% | +389.3% | +385.1% |
| All | +622.3% | +21.2% | +601.2% | +557.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling