+49.3%
MRK vs HST
+68.6%
-19.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -0.9% | +2.0% | -2.9% | -1.3% |
| 30D | +15.5% | -5.2% | +20.7% | +16.6% |
| 3M | +25.1% | -6.2% | +31.3% | +26.4% |
| 6M | +30.1% | +20.4% | +9.7% | +25.3% |
| YTD | +43.1% | +30.6% | +12.5% | +35.3% |
| 1Y | +82.5% | +37.4% | +45.1% | +70.7% |
| 3Y | +49.3% | +66.1% | -16.8% | +33.0% |
| All | +49.3% | +68.6% | -19.3% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling