+236.2%
MRK vs HST
+101.1%
+135.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +12.7% | -2.8% | +15.5% | +13.1% |
| 3M | +24.2% | -6.5% | +30.7% | +25.3% |
| 6M | +27.8% | +20.7% | +7.1% | +24.3% |
| YTD | +42.2% | +30.5% | +11.8% | +36.6% |
| 1Y | +80.2% | +36.8% | +43.4% | +71.9% |
| 3Y | +48.4% | +65.9% | -17.5% | +36.7% |
| 5Y | +133.6% | +73.9% | +59.7% | +109.3% |
| 10Y | +236.2% | +107.0% | +129.2% | +183.6% |
| All | +236.2% | +101.1% | +135.2% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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