+224.4%
MRK vs HLT
+590.2%
-365.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.3% | -1.6% | -2.7% | -4.0% |
| 30D | +8.3% | -5.0% | +13.3% | +9.1% |
| 3M | +20.0% | -10.4% | +30.4% | +21.9% |
| 6M | +25.7% | +3.2% | +22.4% | +24.8% |
| YTD | +38.7% | +6.7% | +32.0% | +37.0% |
| 1Y | +74.7% | +10.3% | +64.4% | +71.6% |
| 3Y | +45.4% | +99.3% | -54.0% | +29.9% |
| 5Y | +129.0% | +143.7% | -14.7% | +94.3% |
| All | +224.4% | +590.2% | -365.8% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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