+846.3%
HD vs MARA
-86.2%
+932.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.5% | -11.2% | -0.9% |
| 7D | +5.2% | +2.5% | +2.7% | +5.1% |
| 30D | +20.7% | -23.9% | +44.7% | +21.2% |
| 3M | +0.8% | -23.2% | +24.0% | +1.1% |
| 6M | +12.2% | -43.3% | +55.5% | +12.9% |
| YTD | +4.2% | -18.3% | +22.5% | +4.0% |
| 1Y | -2.6% | -52.9% | +50.3% | -2.0% |
| 3Y | +30.0% | -23.6% | +53.6% | +28.1% |
| 5Y | +8.1% | -88.7% | +96.8% | +7.0% |
| 10Y | +247.2% | -80.3% | +327.5% | +224.5% |
| All | +846.3% | -86.2% | +932.4% | +801.3% |
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