+224.4%
MRK vs HIG
+313.7%
-89.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -4.3% | -1.5% | -2.8% | -3.9% |
| 30D | +8.3% | -0.4% | +8.6% | +8.3% |
| 3M | +20.0% | +6.7% | +13.4% | +18.2% |
| 6M | +25.7% | +2.0% | +23.7% | +24.8% |
| YTD | +38.7% | +0.3% | +38.5% | +38.3% |
| 1Y | +74.7% | +4.2% | +70.5% | +72.7% |
| 3Y | +45.4% | +102.2% | -56.9% | +23.8% |
| 5Y | +129.0% | +118.5% | +10.5% | +90.1% |
| All | +224.4% | +313.7% | -89.3% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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