-25.1%
MARA vs HIMS
-37.8%
+12.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +6.0% | -3.9% | +9.9% | +7.6% |
| 30D | +0.6% | -12.4% | +13.1% | +5.7% |
| 3M | -18.5% | -1.1% | -17.4% | -19.3% |
| 6M | +21.7% | +68.4% | -46.7% | -4.6% |
| YTD | +25.9% | -14.7% | +40.6% | +31.8% |
| 1Y | -25.1% | -42.4% | +17.3% | -4.3% |
| All | -25.1% | -37.8% | +12.6% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 1y: compounded portfolio wealth divided by compounded HIMS 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…
1y analysis · Full analysis span regression · 6 months rolling