+525.9%
MARA vs HIMS
+188.0%
+337.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +3.9% |
| 7D | +15.6% | -0.9% | +16.6% | +16.0% |
| 30D | +17.2% | -10.8% | +28.1% | +22.9% |
| 3M | -14.2% | +3.7% | -17.8% | -17.1% |
| 6M | +47.7% | +79.0% | -31.3% | +8.1% |
| YTD | +31.7% | -13.2% | +45.0% | +28.8% |
| 1Y | -22.2% | -43.3% | +21.1% | -10.6% |
| 3Y | +8.4% | +331.4% | -323.0% | -70.7% |
| 5Y | -68.3% | +230.2% | -298.5% | -91.4% |
| All | +525.9% | +188.0% | +337.9% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling