+3,634.3%
REGN vs HRB
+1,990.8%
+1,643.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -5.6% | -8.0% | +2.4% | -3.4% |
| 30D | -2.0% | -16.0% | +14.0% | +2.7% |
| 3M | +28.0% | +26.9% | +1.1% | +18.4% |
| 6M | +1.2% | +51.1% | -50.0% | -12.3% |
| YTD | +1.6% | +7.1% | -5.4% | -3.6% |
| 1Y | +38.2% | -9.6% | +47.9% | +37.3% |
| 3Y | -5.4% | +25.4% | -30.8% | -16.5% |
| 5Y | +21.3% | +114.9% | -93.6% | -12.1% |
| 10Y | +105.2% | +206.4% | -101.2% | +16.0% |
| All | +3,634.3% | +1,990.8% | +1,643.5% | +661.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling