+1,743.1%
MRVL vs HST
+462.2%
+1,280.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.3% | +6.8% | +6.9% |
| 7D | +3.2% | -1.0% | +4.2% | +3.6% |
| 30D | +5.9% | -12.3% | +18.2% | +11.4% |
| 3M | -29.3% | -6.4% | -23.0% | -27.8% |
| 6M | +186.5% | +15.0% | +171.5% | +170.0% |
| YTD | +163.4% | +30.5% | +132.9% | +135.7% |
| 1Y | +249.5% | +35.7% | +213.8% | +206.5% |
| 3Y | +289.4% | +68.4% | +221.0% | +215.8% |
| 5Y | +270.2% | +73.1% | +197.1% | +201.5% |
| 10Y | +1,748.8% | +92.7% | +1,656.1% | +1,206.1% |
| All | +1,743.1% | +462.2% | +1,280.8% | +387.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling