+249.5%
MRVL vs HST
+38.1%
+211.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.3% | +6.8% | +7.0% |
| 7D | +3.2% | -1.0% | +4.2% | +3.6% |
| 30D | +5.9% | -12.3% | +18.2% | +10.4% |
| 3M | -29.3% | -6.4% | -23.0% | -28.8% |
| 6M | +186.5% | +15.0% | +171.5% | +169.7% |
| YTD | +163.4% | +30.5% | +132.9% | +142.2% |
| 1Y | +249.5% | +35.7% | +213.8% | +203.9% |
| All | +249.5% | +38.1% | +211.4% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling