+765.5%
HD vs MARA
-78.7%
+844.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.0% |
| 7D | -2.1% | +6.0% | -8.0% | -2.2% |
| 30D | -8.4% | +0.6% | -9.0% | -8.5% |
| 3M | +4.3% | -18.5% | +22.9% | +4.5% |
| 6M | -11.1% | +21.7% | -32.9% | -11.7% |
| YTD | -4.7% | +25.9% | -30.6% | -5.5% |
| 1Y | -19.8% | -25.1% | +5.3% | -19.9% |
| 3Y | +4.1% | -5.7% | +9.9% | +2.2% |
| 5Y | +10.3% | -73.9% | +84.3% | +8.0% |
| 10Y | +203.2% | -75.6% | +278.8% | +181.9% |
| All | +765.5% | -78.7% | +844.2% | +719.5% |
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