+79.4%
MRVL vs HST
+53.2%
+26.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.6% |
| 7D | +11.0% | +3.6% | +7.4% | +9.1% |
| 30D | -36.1% | +11.2% | -47.3% | -38.0% |
| 3M | -29.4% | +13.1% | -42.5% | -31.9% |
| 6M | -11.9% | +23.9% | -35.8% | -19.6% |
| YTD | +84.8% | +52.3% | +32.5% | +57.0% |
| 1Y | +79.4% | +56.7% | +22.7% | +50.4% |
| All | +79.4% | +53.2% | +26.2% | +50.4% |
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