+192.3%
MRVL vs HTZ
-93.0%
+285.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.1% | +3.5% | -1.7% |
| 7D | +23.1% | -14.0% | +37.1% | +25.7% |
| 30D | -38.8% | -19.8% | -19.0% | -37.0% |
| 3M | -24.2% | -45.0% | +20.8% | -18.2% |
| 6M | 0.0% | -73.2% | +73.2% | +16.4% |
| YTD | +93.8% | -70.0% | +163.9% | +118.7% |
| 1Y | +84.4% | -75.7% | +160.1% | +114.3% |
| 3Y | +203.6% | -82.1% | +285.7% | +237.4% |
| 5Y | +127.8% | -94.3% | +222.1% | +236.0% |
| All | +192.3% | -93.0% | +285.3% | +320.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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