+151.7%
HYG vs REGN
+3,237.0%
-3,085.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -0.7% | -5.6% | +4.9% | -0.3% |
| 30D | -0.7% | -2.0% | +1.2% | -0.6% |
| 3M | -0.2% | +28.0% | -28.1% | -2.1% |
| 6M | +1.4% | +1.2% | +0.3% | +1.2% |
| YTD | +1.5% | +1.6% | -0.2% | +1.1% |
| 1Y | +2.9% | +38.2% | -35.4% | +0.1% |
| 3Y | +25.6% | -5.4% | +31.0% | +24.9% |
| 5Y | +18.6% | +21.3% | -2.7% | +14.9% |
| 10Y | +55.7% | +105.2% | -49.5% | +42.6% |
| All | +151.7% | +3,237.0% | -3,085.3% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling