+105.7%
MRK vs HAL
+58.8%
+46.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.6% | +0.4% |
| 7D | +0.7% | +6.1% | -5.4% | +0.3% |
| 30D | +0.3% | +2.9% | -2.6% | +0.1% |
| 3M | +9.7% | +3.3% | +6.3% | +9.3% |
| 6M | +32.0% | -16.9% | +48.9% | +33.3% |
| YTD | +43.3% | +21.2% | +22.1% | +40.8% |
| 1Y | +63.7% | +27.5% | +36.1% | +60.3% |
| 3Y | +58.0% | -6.4% | +64.5% | +54.7% |
| All | +105.7% | +58.8% | +46.9% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling