+206.4%
HD vs MRK
+230.6%
-24.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -3.8% | -4.3% | +0.4% | -2.5% |
| 30D | -9.4% | +8.3% | -17.7% | -11.9% |
| 3M | -4.6% | +20.0% | -24.6% | -10.3% |
| 6M | -10.1% | +25.7% | -35.8% | -16.8% |
| YTD | -8.3% | +38.7% | -47.1% | -17.9% |
| 1Y | -25.0% | +74.7% | -99.7% | -37.9% |
| 3Y | +1.5% | +45.4% | -43.8% | -12.9% |
| 5Y | +5.6% | +129.0% | -123.5% | -27.6% |
| All | +206.4% | +230.6% | -24.2% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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