+227.3%
MRK vs HST
+143.8%
+83.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.1% | -1.3% | -0.9% | -2.0% |
| 30D | +1.2% | +13.4% | -12.2% | -0.6% |
| 3M | +13.5% | +16.7% | -3.2% | +11.0% |
| 6M | +34.0% | +24.0% | +10.0% | +29.8% |
| YTD | +42.7% | +54.0% | -11.2% | +33.9% |
| 1Y | +66.6% | +55.0% | +11.5% | +56.2% |
| 3Y | +59.1% | +89.3% | -30.3% | +43.9% |
| 5Y | +104.1% | +85.4% | +18.7% | +81.9% |
| 10Y | +227.3% | +137.1% | +90.2% | +181.2% |
| All | +227.3% | +143.8% | +83.5% | +181.2% |
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