+3,759.3%
REGN vs HST
+2,595.8%
+1,163.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | +0.1% | -2.8% | +2.8% | +0.8% |
| 3M | +31.2% | -6.5% | +37.7% | +33.4% |
| 6M | +3.6% | +20.7% | -17.1% | -2.0% |
| YTD | +5.0% | +30.5% | -25.4% | -3.0% |
| 1Y | +45.9% | +36.8% | +9.1% | +32.6% |
| 3Y | -1.9% | +65.9% | -67.7% | -16.5% |
| 5Y | +26.2% | +73.9% | -47.7% | +2.1% |
| 10Y | +112.1% | +107.0% | +5.0% | +45.7% |
| All | +3,759.3% | +2,595.8% | +1,163.5% | +1,171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling