+97.5%
REGN vs HUM
+152.7%
-55.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.7% | -1.9% |
| 7D | -5.6% | +2.1% | -7.6% | -5.9% |
| 30D | -2.0% | +5.4% | -7.3% | -2.9% |
| 3M | +28.0% | +11.4% | +16.5% | +25.1% |
| 6M | +1.2% | +141.5% | -140.4% | -14.9% |
| YTD | +1.6% | +61.2% | -59.6% | -8.5% |
| 1Y | +38.2% | +49.2% | -10.9% | +25.5% |
| 3Y | -5.4% | -9.0% | +3.7% | -6.4% |
| 5Y | +21.3% | +7.2% | +14.1% | +11.6% |
| All | +97.5% | +152.7% | -55.2% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 10y: compounded portfolio wealth divided by compounded HUM 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…
10y analysis · Full analysis span regression · 6 months rolling