-90.5%
MARA vs HST
+136.9%
-227.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +6.0% | -1.0% | +7.0% | +6.7% |
| 30D | +0.6% | -12.3% | +12.9% | +9.8% |
| 3M | -18.5% | -6.4% | -12.2% | -15.3% |
| 6M | +21.7% | +15.0% | +6.7% | +10.2% |
| YTD | +25.9% | +30.5% | -4.6% | +4.7% |
| 1Y | -25.1% | +35.7% | -60.8% | -39.8% |
| 3Y | -5.7% | +68.4% | -74.1% | -30.7% |
| 5Y | -73.9% | +73.1% | -147.1% | -79.2% |
| 10Y | -75.6% | +92.7% | -168.4% | -82.5% |
| All | -90.5% | +136.9% | -227.4% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling