+464.9%
HL vs MARA
-77.5%
+542.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.9% |
| 7D | +0.4% | +13.8% | -13.5% | -0.2% |
| 30D | +18.8% | +24.7% | -5.9% | +17.7% |
| 3M | +43.7% | -10.4% | +54.2% | +44.1% |
| 6M | -1.0% | +37.6% | -38.7% | -2.5% |
| YTD | +8.7% | +32.7% | -24.0% | +7.1% |
| 1Y | +105.0% | -25.2% | +130.2% | +105.7% |
| 3Y | +427.3% | +9.3% | +418.0% | +407.9% |
| 5Y | +249.3% | -69.3% | +318.6% | +236.5% |
| 10Y | +284.2% | -73.6% | +357.8% | +232.5% |
| All | +464.9% | -77.5% | +542.4% | +396.5% |
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