+130.3%
MRK vs HAL
+102.8%
+27.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +0.9% | -1.7% |
| 7D | -5.0% | -3.3% | -1.7% | -4.8% |
| 30D | +11.0% | +7.2% | +3.7% | +10.4% |
| 3M | +22.4% | -8.8% | +31.2% | +23.0% |
| 6M | +25.4% | +3.0% | +22.4% | +24.8% |
| YTD | +39.5% | +29.4% | +10.1% | +36.5% |
| 1Y | +78.0% | +62.8% | +15.1% | +71.2% |
| 3Y | +45.5% | -6.4% | +52.0% | +42.5% |
| 5Y | +130.3% | +103.6% | +26.7% | +105.7% |
| All | +130.3% | +102.8% | +27.5% | +105.7% |
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