+23.4%
REGN vs HRB
+114.1%
-90.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -5.6% | -8.0% | +2.4% | -4.8% |
| 30D | -2.0% | -16.0% | +14.0% | -0.3% |
| 3M | +28.0% | +26.9% | +1.1% | +24.4% |
| 6M | +1.2% | +51.1% | -50.0% | -3.9% |
| YTD | +1.6% | +7.1% | -5.4% | +1.3% |
| 1Y | +38.2% | -9.6% | +47.9% | +41.5% |
| 3Y | -5.4% | +25.4% | -30.8% | -8.9% |
| All | +23.4% | +114.1% | -90.7% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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