+3,763.3%
MRK vs HL
+60.3%
+3,703.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -1.2% |
| 7D | -0.9% | +7.1% | -8.0% | -1.1% |
| 30D | +15.5% | +21.4% | -6.0% | +14.8% |
| 3M | +25.1% | +37.4% | -12.3% | +23.8% |
| 6M | +30.1% | +0.4% | +29.7% | +29.7% |
| YTD | +43.1% | +6.7% | +36.4% | +42.1% |
| 1Y | +82.5% | +102.4% | -19.9% | +77.5% |
| 3Y | +49.3% | +417.4% | -368.1% | +40.1% |
| 5Y | +130.3% | +243.3% | -113.1% | +116.8% |
| 10Y | +234.3% | +242.6% | -8.2% | +205.6% |
| All | +3,763.3% | +60.3% | +3,703.1% | +3,266.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling