+1,954.1%
MRVL vs HST
+101.1%
+1,853.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +13.8% | -0.3% | +14.1% | +14.0% |
| 30D | +12.7% | -2.8% | +15.5% | +14.0% |
| 3M | -11.9% | -6.5% | -5.4% | -9.7% |
| 6M | +153.8% | +20.7% | +133.1% | +132.6% |
| YTD | +177.0% | +30.5% | +146.5% | +143.6% |
| 1Y | +252.3% | +36.8% | +215.6% | +201.7% |
| 3Y | +325.5% | +65.9% | +259.7% | +236.1% |
| 5Y | +290.9% | +73.9% | +217.0% | +211.8% |
| 10Y | +1,954.1% | +107.0% | +1,847.1% | +1,471.5% |
| All | +1,954.1% | +101.1% | +1,853.0% | +1,471.5% |
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