+3,812.0%
MRK vs HST
+1,330.6%
+2,481.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +1.3% | -1.0% | +2.4% | +1.5% |
| 30D | +17.1% | -12.3% | +29.4% | +19.6% |
| 3M | +25.9% | -6.4% | +32.3% | +27.1% |
| 6M | +26.8% | +15.0% | +11.8% | +23.7% |
| YTD | +44.9% | +30.5% | +14.4% | +38.2% |
| 1Y | +84.8% | +35.7% | +49.2% | +75.1% |
| 3Y | +50.1% | +68.4% | -18.3% | +35.9% |
| 5Y | +127.4% | +73.1% | +54.3% | +100.3% |
| 10Y | +240.0% | +92.7% | +147.2% | +179.7% |
| All | +3,812.0% | +1,330.6% | +2,481.4% | +1,780.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling