+130.3%
MRK vs HBM
+336.0%
-205.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.5% | +5.6% | -1.7% |
| 7D | -5.0% | -3.7% | -1.3% | -4.9% |
| 30D | +11.0% | -3.7% | +14.6% | +11.1% |
| 3M | +22.4% | +8.0% | +14.4% | +22.0% |
| 6M | +25.4% | +15.8% | +9.6% | +24.4% |
| YTD | +39.5% | +34.4% | +5.1% | +37.7% |
| 1Y | +78.0% | +98.2% | -20.2% | +73.8% |
| 3Y | +45.5% | +476.6% | -431.0% | +37.0% |
| 5Y | +130.3% | +331.1% | -200.8% | +118.1% |
| All | +130.3% | +336.0% | -205.7% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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