+257.8%
MRK vs HUT
+450.5%
-192.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.8% | -9.4% | -0.6% |
| 7D | -4.3% | +5.4% | -9.7% | -4.3% |
| 30D | +8.3% | +8.6% | -0.3% | +8.1% |
| 3M | +20.0% | -15.2% | +35.3% | +20.1% |
| 6M | +25.7% | +92.9% | -67.2% | +24.2% |
| YTD | +38.7% | +114.6% | -75.9% | +36.8% |
| 1Y | +74.7% | +208.5% | -133.8% | +71.1% |
| 3Y | +45.4% | +821.5% | -776.1% | +38.5% |
| 5Y | +129.0% | +101.8% | +27.2% | +120.0% |
| All | +257.8% | +450.5% | -192.7% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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