+63.7%
MRK vs HST
+53.2%
+10.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +0.7% | +3.6% | -2.9% | 0.0% |
| 30D | +0.3% | +11.2% | -10.9% | -1.5% |
| 3M | +9.7% | +13.1% | -3.4% | +7.3% |
| 6M | +32.0% | +23.9% | +8.0% | +26.1% |
| YTD | +43.3% | +52.3% | -9.0% | +25.5% |
| 1Y | +63.7% | +56.7% | +7.0% | +40.9% |
| All | +63.7% | +53.2% | +10.5% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling