+23.4%
REGN vs HST
+74.5%
-51.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.6% |
| 7D | -5.6% | +0.9% | -6.4% | -5.7% |
| 30D | -2.0% | -2.5% | +0.5% | -1.5% |
| 3M | +28.0% | -5.1% | +33.1% | +29.0% |
| 6M | +1.2% | +21.6% | -20.5% | -2.9% |
| YTD | +1.6% | +31.6% | -30.0% | -4.0% |
| 1Y | +38.2% | +36.1% | +2.1% | +29.5% |
| 3Y | -5.4% | +66.5% | -71.8% | -15.0% |
| All | +23.4% | +74.5% | -51.2% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling