+129.9%
MRK vs HALO
+158.6%
-28.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -4.3% | -2.7% | -1.5% | -3.9% |
| 30D | +8.3% | +5.3% | +3.0% | +7.6% |
| 3M | +20.0% | +51.6% | -31.5% | +13.8% |
| 6M | +25.7% | +61.3% | -35.6% | +18.1% |
| YTD | +38.7% | +59.3% | -20.5% | +30.4% |
| 1Y | +74.7% | +38.3% | +36.4% | +66.7% |
| 3Y | +45.4% | +185.9% | -140.5% | +28.9% |
| All | +129.9% | +158.6% | -28.7% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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