+568.1%
MRVL vs HUT
+217.0%
+351.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -10.2% | -10.9% | +0.7% | -8.7% |
| 30D | -43.9% | -32.6% | -11.3% | -40.3% |
| 3M | -26.0% | -33.7% | +7.8% | -21.1% |
| 6M | -9.2% | -42.3% | +33.1% | -1.1% |
| YTD | +82.0% | +23.6% | +58.4% | +73.2% |
| 1Y | +65.9% | +20.4% | +45.5% | +56.5% |
| 3Y | +185.0% | +423.2% | -238.2% | +98.7% |
| 5Y | +121.5% | -19.4% | +140.9% | +67.8% |
| All | +568.1% | +217.0% | +351.1% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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