+1,091.0%
MRVL vs HST
+138.5%
+952.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.8% | +5.7% |
| 7D | -28.1% | -2.7% | -25.4% | -27.0% |
| 30D | -50.4% | +10.7% | -61.1% | -52.5% |
| 3M | -32.9% | +6.3% | -39.2% | -34.7% |
| 6M | -17.9% | +19.0% | -36.9% | -24.4% |
| YTD | +66.4% | +47.0% | +19.4% | +38.7% |
| 1Y | +51.5% | +53.4% | -1.9% | +23.6% |
| 3Y | +177.9% | +78.0% | +99.9% | +112.1% |
| 5Y | +100.0% | +71.7% | +28.3% | +56.6% |
| All | +1,091.0% | +138.5% | +952.5% | +816.0% |
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