+230.8%
MRK vs HAS
+97.5%
+133.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.7% |
| 7D | +0.7% | +1.4% | -0.7% | +0.5% |
| 30D | +0.3% | +26.3% | -26.0% | -3.0% |
| 3M | +9.7% | +25.6% | -15.9% | +6.1% |
| 6M | +32.0% | +30.3% | +1.7% | +26.8% |
| YTD | +43.3% | +50.4% | -7.1% | +34.7% |
| 1Y | +63.7% | +57.7% | +6.0% | +52.8% |
| 3Y | +58.0% | +213.4% | -155.4% | +33.3% |
| 5Y | +105.0% | +49.1% | +55.9% | +89.7% |
| All | +230.8% | +97.5% | +133.2% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling