+84.6%
MRK vs HAL
+25.6%
+59.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.1% | +7.1% | +4.0% |
| 7D | +6.7% | -7.7% | +14.4% | +6.8% |
| 30D | +7.8% | +0.7% | +7.1% | +7.8% |
| 3M | +18.2% | +2.5% | +15.7% | +18.1% |
| 6M | +34.7% | -20.7% | +55.4% | +36.1% |
| YTD | +45.8% | +18.4% | +27.4% | +40.5% |
| 1Y | +84.6% | +25.6% | +59.0% | +77.0% |
| All | +84.6% | +25.6% | +59.0% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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