-58.7%
MARA vs HST
+76.4%
-135.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.3% | -4.7% |
| 7D | -6.5% | +3.3% | -9.9% | -8.0% |
| 30D | -38.5% | +16.4% | -54.9% | -42.7% |
| 3M | -41.5% | +5.5% | -47.0% | -42.9% |
| 6M | -41.9% | +31.1% | -73.1% | -50.3% |
| YTD | -23.5% | +55.9% | -79.4% | -39.2% |
| 1Y | -58.7% | +75.6% | -134.3% | -67.7% |
| All | -58.7% | +76.4% | -135.0% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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