+323.1%
MRVL vs HLT
+99.0%
+224.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +5.6% | -1.6% | +7.2% | +7.0% |
| 30D | +8.8% | -5.0% | +13.8% | +13.4% |
| 3M | -15.9% | -10.4% | -5.5% | -8.3% |
| 6M | +161.3% | +3.2% | +158.0% | +150.2% |
| YTD | +178.2% | +6.7% | +171.5% | +154.2% |
| 1Y | +255.3% | +10.3% | +245.0% | +209.2% |
| 3Y | +323.1% | +99.3% | +223.8% | +109.8% |
| All | +323.1% | +99.0% | +224.1% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 3y: compounded portfolio wealth divided by compounded HLT 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…
3y analysis · Full analysis span regression · 6 months rolling