+1,292.0%
MRVL vs HST
+563.2%
+728.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.6% | +9.9% | +9.6% |
| 7D | +5.6% | -1.3% | +6.9% | +6.6% |
| 30D | -36.5% | +13.4% | -49.9% | -39.5% |
| 3M | -20.5% | +16.7% | -37.2% | -25.2% |
| 6M | -1.1% | +24.0% | -25.2% | -9.5% |
| YTD | +99.0% | +54.0% | +45.0% | +66.8% |
| 1Y | +89.3% | +55.0% | +34.2% | +58.0% |
| 3Y | +211.6% | +89.3% | +122.3% | +141.6% |
| 5Y | +134.1% | +85.4% | +48.6% | +85.2% |
| 10Y | +1,293.1% | +137.1% | +1,156.0% | +809.2% |
| All | +1,292.0% | +563.2% | +728.7% | +245.4% |
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 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