+891.7%
MRK vs HBM
+654.4%
+237.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -7.0% | -1.6% |
| 7D | -0.9% | +7.4% | -8.3% | -1.4% |
| 30D | +15.5% | +5.1% | +10.4% | +15.1% |
| 3M | +25.1% | +11.1% | +14.0% | +23.9% |
| 6M | +30.1% | +30.2% | -0.1% | +27.1% |
| YTD | +43.1% | +46.2% | -3.1% | +38.5% |
| 1Y | +82.5% | +120.0% | -37.6% | +71.8% |
| 3Y | +49.3% | +527.4% | -478.1% | +29.5% |
| 5Y | +130.3% | +400.4% | -270.1% | +98.3% |
| 10Y | +234.3% | +621.5% | -387.2% | +159.7% |
| All | +891.7% | +654.4% | +237.3% | +630.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling