+129.9%
MRK vs HL
+235.2%
-105.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -4.3% | -4.4% | +0.1% | -4.1% |
| 30D | +8.3% | +9.3% | -1.0% | +7.9% |
| 3M | +20.0% | +32.0% | -11.9% | +19.0% |
| 6M | +25.7% | -6.4% | +32.1% | +25.6% |
| YTD | +38.7% | +3.1% | +35.6% | +37.8% |
| 1Y | +74.7% | +77.6% | -2.9% | +70.5% |
| 3Y | +45.4% | +392.8% | -347.5% | +35.6% |
| All | +129.9% | +235.2% | -105.3% | +118.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling