+3,767.8%
MRK vs HAL
+535.9%
+3,232.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.6% | +0.1% |
| 7D | +0.7% | +6.1% | -5.4% | -0.1% |
| 30D | +0.3% | +2.9% | -2.6% | -0.2% |
| 3M | +9.7% | +3.3% | +6.3% | +8.9% |
| 6M | +32.0% | -16.9% | +48.9% | +34.7% |
| YTD | +43.3% | +21.2% | +22.1% | +38.4% |
| 1Y | +63.7% | +27.5% | +36.1% | +57.0% |
| 3Y | +58.0% | -6.4% | +64.5% | +55.4% |
| 5Y | +105.0% | +58.0% | +47.0% | +81.6% |
| 10Y | +228.6% | -14.6% | +243.2% | +189.9% |
| All | +3,767.8% | +535.9% | +3,232.0% | +1,987.3% |
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