+3,812.0%
MRK vs HAL
+597.8%
+3,214.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +1.3% | +2.9% | -1.6% | +0.9% |
| 30D | +17.1% | +17.0% | +0.1% | +14.6% |
| 3M | +25.9% | -9.7% | +35.6% | +27.3% |
| 6M | +26.8% | +8.6% | +18.2% | +24.8% |
| YTD | +44.9% | +33.0% | +11.9% | +38.5% |
| 1Y | +84.8% | +68.3% | +16.5% | +70.5% |
| 3Y | +50.1% | +0.1% | +50.0% | +46.3% |
| 5Y | +127.4% | +102.6% | +24.8% | +94.4% |
| 10Y | +240.0% | +3.8% | +236.1% | +191.8% |
| All | +3,812.0% | +597.8% | +3,214.2% | +1,987.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling