+256.9%
HL vs MARA
-74.3%
+331.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.8% | -6.0% | -1.5% |
| 7D | -4.4% | +5.9% | -10.3% | -4.7% |
| 30D | +9.3% | +24.3% | -15.0% | +7.7% |
| 3M | +32.0% | -12.0% | +44.0% | +32.7% |
| 6M | -6.4% | +40.1% | -46.6% | -8.8% |
| YTD | +3.1% | +33.4% | -30.3% | +0.6% |
| 1Y | +77.6% | -23.7% | +101.3% | +78.2% |
| 3Y | +392.8% | +19.0% | +373.9% | +360.7% |
| 5Y | +234.1% | -66.5% | +300.6% | +212.3% |
| All | +256.9% | -74.3% | +331.2% | +175.2% |
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