+273.7%
MRK vs HUT
+422.3%
-148.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -1.4% |
| 7D | +1.3% | +17.8% | -16.5% | +1.1% |
| 30D | +17.1% | +0.8% | +16.3% | +17.1% |
| 3M | +25.9% | -26.8% | +52.7% | +26.2% |
| 6M | +26.8% | +72.6% | -45.7% | +25.5% |
| YTD | +44.9% | +103.6% | -58.7% | +43.0% |
| 1Y | +84.8% | +265.3% | -180.4% | +80.7% |
| 3Y | +50.1% | +689.4% | -639.3% | +43.3% |
| 5Y | +127.4% | +75.3% | +52.1% | +118.9% |
| All | +273.7% | +422.3% | -148.6% | +224.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling