+151.0%
MRVL vs HTZ
-92.5%
+243.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -8.4% | +14.1% | +7.0% |
| 7D | -28.1% | -14.6% | -13.5% | -26.5% |
| 30D | -50.4% | -20.8% | -29.6% | -48.8% |
| 3M | -32.9% | -18.8% | -14.1% | -31.9% |
| 6M | -17.9% | -74.7% | +56.8% | -3.6% |
| YTD | +66.4% | -68.1% | +134.5% | +86.1% |
| 1Y | +51.5% | -73.5% | +125.0% | +73.6% |
| 3Y | +177.9% | -81.8% | +259.7% | +211.0% |
| 5Y | +100.0% | -95.2% | +195.3% | +198.8% |
| All | +151.0% | -92.5% | +243.5% | +257.7% |
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