+45.4%
MRK vs HCA
+59.6%
-14.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -4.3% | +5.4% | -9.7% | -5.3% |
| 30D | +8.3% | +3.0% | +5.3% | +7.6% |
| 3M | +20.0% | +13.0% | +7.0% | +16.8% |
| 6M | +25.7% | -20.3% | +45.9% | +30.7% |
| YTD | +38.7% | -8.2% | +47.0% | +40.4% |
| 1Y | +74.7% | +6.7% | +68.0% | +72.3% |
| 3Y | +45.4% | +60.4% | -15.0% | +38.8% |
| All | +45.4% | +59.6% | -14.3% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 3y: compounded portfolio wealth divided by compounded HCA 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…
3y analysis · Full analysis span regression · 6 months rolling