-74.1%
MARA vs HLT
+590.2%
-664.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +5.9% | -1.6% | +7.5% | +7.3% |
| 30D | +24.3% | -5.0% | +29.3% | +29.7% |
| 3M | -12.0% | -10.4% | -1.6% | -3.7% |
| 6M | +40.1% | +3.2% | +36.9% | +34.5% |
| YTD | +33.4% | +6.7% | +26.7% | +23.2% |
| 1Y | -23.7% | +10.3% | -34.0% | -32.0% |
| 3Y | +19.0% | +99.3% | -80.4% | -34.6% |
| 5Y | -66.5% | +143.7% | -210.2% | -82.9% |
| All | -74.1% | +590.2% | -664.3% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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