+847.1%
HD vs MARA
-85.6%
+932.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | 0.0% |
| 7D | -1.2% | +11.5% | -12.7% | -1.4% |
| 30D | +20.9% | -18.9% | +39.7% | +21.2% |
| 3M | -0.2% | -20.9% | +20.7% | 0.0% |
| 6M | +14.5% | -42.8% | +57.3% | +15.2% |
| YTD | +4.3% | -14.7% | +19.0% | +4.0% |
| 1Y | -3.5% | -47.6% | +44.2% | -3.0% |
| 3Y | +30.1% | -20.3% | +50.4% | +28.1% |
| 5Y | +8.5% | -89.2% | +97.6% | +7.4% |
| 10Y | +245.3% | -79.2% | +324.5% | +222.5% |
| All | +847.1% | -85.6% | +932.6% | +801.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling