+5,550.9%
REGN vs HALO
+2,422.4%
+3,128.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.6% | -2.7% | -2.9% | -5.0% |
| 30D | -2.0% | +5.3% | -7.3% | -3.0% |
| 3M | +28.0% | +51.6% | -23.6% | +16.5% |
| 6M | +1.2% | +61.3% | -60.1% | -9.3% |
| YTD | +1.6% | +59.3% | -57.6% | -8.8% |
| 1Y | +38.2% | +38.3% | 0.0% | +27.7% |
| 3Y | -5.4% | +185.9% | -191.2% | -28.1% |
| 5Y | +21.3% | +159.9% | -138.7% | -8.4% |
| 10Y | +105.2% | +965.6% | -860.4% | +5.5% |
| All | +5,550.9% | +2,422.4% | +3,128.5% | +1,805.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling