+1,064.4%
MRVL vs HST
+533.4%
+531.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.8% | +5.7% |
| 7D | -28.1% | -2.7% | -25.4% | -27.1% |
| 30D | -50.4% | +10.7% | -61.1% | -52.3% |
| 3M | -32.9% | +6.3% | -39.2% | -34.5% |
| 6M | -17.9% | +19.0% | -36.9% | -23.6% |
| YTD | +66.4% | +47.0% | +19.4% | +42.1% |
| 1Y | +51.5% | +53.4% | -1.9% | +27.0% |
| 3Y | +177.9% | +78.0% | +99.9% | +120.7% |
| 5Y | +100.0% | +71.7% | +28.3% | +63.0% |
| 10Y | +1,108.1% | +146.2% | +961.9% | +677.9% |
| All | +1,064.4% | +533.4% | +531.0% | +194.3% |
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