+1,173.1%
MRVL vs HST
+133.7%
+1,039.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.6% |
| 7D | +11.0% | +3.6% | +7.4% | +9.3% |
| 30D | -36.1% | +11.2% | -47.3% | -39.0% |
| 3M | -29.4% | +13.1% | -42.5% | -33.2% |
| 6M | -11.9% | +23.9% | -35.8% | -20.3% |
| YTD | +84.8% | +52.3% | +32.5% | +51.6% |
| 1Y | +79.4% | +56.7% | +22.7% | +45.0% |
| 3Y | +195.7% | +87.5% | +108.2% | +120.8% |
| 5Y | +117.2% | +82.8% | +34.4% | +66.2% |
| All | +1,173.1% | +133.7% | +1,039.4% | +882.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling