+97.5%
REGN vs HAS
+61.8%
+35.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.7% |
| 7D | -5.6% | -1.1% | -4.5% | -5.4% |
| 30D | -2.0% | -2.8% | +0.9% | -1.5% |
| 3M | +28.0% | +10.1% | +17.9% | +25.8% |
| 6M | +1.2% | -1.4% | +2.5% | +1.0% |
| YTD | +1.6% | +14.2% | -12.5% | -1.1% |
| 1Y | +38.2% | +18.2% | +20.1% | +33.6% |
| 3Y | -5.4% | +48.6% | -54.0% | -12.8% |
| 5Y | +21.3% | +14.2% | +7.1% | +15.0% |
| All | +97.5% | +61.8% | +35.7% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling