+224.4%
MRK vs HUBS
+323.9%
-99.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -4.3% | -9.0% | +4.7% | -3.8% |
| 30D | +8.3% | +7.2% | +1.0% | +7.8% |
| 3M | +20.0% | +20.9% | -0.8% | +18.5% |
| 6M | +25.7% | -13.0% | +38.7% | +25.5% |
| YTD | +38.7% | -43.8% | +82.6% | +41.8% |
| 1Y | +74.7% | -54.6% | +129.3% | +80.5% |
| 3Y | +45.4% | -58.5% | +103.8% | +49.2% |
| 5Y | +129.0% | -66.4% | +195.4% | +134.3% |
| All | +224.4% | +323.9% | -99.5% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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