+533.9%
MARA vs HIMS
+181.3%
+352.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.6% | +4.7% |
| 7D | +5.9% | -0.7% | +6.6% | +6.3% |
| 30D | +24.3% | -8.2% | +32.5% | +28.9% |
| 3M | -12.0% | -4.7% | -7.3% | -11.9% |
| 6M | +40.1% | +6.3% | +33.8% | +31.1% |
| YTD | +33.4% | -15.3% | +48.7% | +31.7% |
| 1Y | -23.7% | -46.9% | +23.1% | -9.6% |
| 3Y | +19.0% | +321.3% | -302.3% | -67.5% |
| 5Y | -66.5% | +215.8% | -282.3% | -90.8% |
| All | +533.9% | +181.3% | +352.6% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling