+84.6%
MRK vs HL
+22.6%
+62.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +13.2% | -9.2% | +3.1% |
| 7D | +6.7% | +0.2% | +6.5% | +6.5% |
| 30D | +7.8% | -12.1% | +19.9% | +8.4% |
| 3M | +18.2% | -2.8% | +21.0% | +18.9% |
| 6M | +34.7% | -14.9% | +49.6% | +35.9% |
| YTD | +45.8% | -22.0% | +67.8% | +46.5% |
| 1Y | +84.6% | +25.0% | +59.6% | +83.8% |
| All | +84.6% | +22.6% | +62.0% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling