+46.7%
REGN vs HST
+38.1%
+8.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | +4.2% | -1.0% | +5.3% | +4.3% |
| 30D | +7.8% | -12.3% | +20.1% | +9.5% |
| 3M | +31.8% | -6.4% | +38.2% | +32.4% |
| 6M | +5.4% | +15.0% | -9.6% | +2.9% |
| YTD | +7.7% | +30.5% | -22.9% | +3.9% |
| 1Y | +46.7% | +35.7% | +11.0% | +41.8% |
| All | +46.7% | +38.1% | +8.6% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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