+135.1%
MRK vs HUT
+85.1%
+50.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.3% |
| 7D | -0.9% | +28.3% | -29.2% | -1.1% |
| 30D | +15.5% | +12.3% | +3.2% | +15.3% |
| 3M | +25.1% | -16.8% | +41.9% | +25.2% |
| 6M | +30.1% | +111.4% | -81.3% | +29.0% |
| YTD | +43.1% | +116.6% | -73.5% | +41.8% |
| 1Y | +82.5% | +290.5% | -208.0% | +79.7% |
| 3Y | +49.3% | +792.3% | -743.0% | +44.7% |
| All | +135.1% | +85.1% | +50.0% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling