+49.0%
REGN vs HST
+76.4%
-27.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.5% |
| 7D | +14.4% | +3.3% | +11.1% | +13.9% |
| 30D | +28.1% | +16.4% | +11.8% | +25.1% |
| 3M | +22.5% | +5.5% | +17.0% | +21.2% |
| 6M | +31.6% | +31.1% | +0.4% | +25.3% |
| YTD | +21.0% | +55.9% | -34.9% | +11.6% |
| 1Y | +49.0% | +75.6% | -26.7% | +36.0% |
| All | +49.0% | +76.4% | -27.4% | +36.0% |
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