-91.7%
MARA vs HST
+72.3%
-164.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | 0.0% | +8.0% | +8.0% |
| 7D | -6.2% | -2.7% | -3.5% | -2.3% |
| 30D | -38.7% | +10.7% | -49.4% | -46.0% |
| 3M | -40.4% | +6.3% | -46.6% | -44.9% |
| 6M | -51.3% | +19.0% | -70.2% | -62.0% |
| YTD | -29.3% | +47.0% | -76.3% | -58.8% |
| 1Y | -60.2% | +53.4% | -113.7% | -78.3% |
| 3Y | -31.3% | +78.0% | -109.3% | -69.1% |
| All | -91.7% | +72.3% | -164.0% | -96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling