+210.2%
HD vs MARA
-74.3%
+284.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -1.8% | +13.8% | -15.7% | -2.2% |
| 30D | -10.8% | +24.7% | -35.5% | -11.5% |
| 3M | -2.7% | -10.4% | +7.8% | -2.7% |
| 6M | -10.3% | +37.6% | -47.9% | -11.5% |
| YTD | -7.8% | +32.7% | -40.6% | -9.2% |
| 1Y | -23.1% | -25.2% | +2.0% | -23.3% |
| 3Y | +2.0% | +9.3% | -7.3% | -1.5% |
| 5Y | +6.2% | -69.3% | +75.6% | +2.1% |
| 10Y | +210.2% | -73.6% | +283.7% | +179.4% |
| All | +210.2% | -74.3% | +284.5% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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