+49.0%
REGN vs HALO
+92.7%
-43.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.8% |
| 7D | +14.4% | +0.2% | +14.2% | +14.3% |
| 30D | +28.1% | +20.3% | +7.8% | +21.3% |
| 3M | +22.5% | +56.6% | -34.1% | +7.3% |
| 6M | +31.6% | +101.9% | -70.3% | +5.3% |
| YTD | +21.0% | +93.7% | -72.6% | -3.3% |
| 1Y | +49.0% | +91.5% | -42.6% | +19.4% |
| All | +49.0% | +92.7% | -43.7% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 1y: compounded portfolio wealth divided by compounded HALO 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…
1y analysis · Full analysis span regression · 6 months rolling