-93.9%
MARA vs HST
+181.1%
-274.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.6% | +8.0% | +8.8% |
| 7D | +2.5% | +0.6% | +1.9% | +2.7% |
| 30D | -23.9% | +14.5% | -38.4% | -30.2% |
| 3M | -23.2% | +15.4% | -38.6% | -30.1% |
| 6M | -43.3% | +22.0% | -65.3% | -50.5% |
| YTD | -18.3% | +54.9% | -73.1% | -39.2% |
| 1Y | -52.9% | +54.0% | -106.9% | -64.9% |
| 3Y | -23.6% | +90.4% | -114.1% | -48.5% |
| 5Y | -88.7% | +84.2% | -172.9% | -91.6% |
| 10Y | -80.3% | +144.6% | -224.9% | -87.7% |
| All | -93.9% | +181.1% | -274.9% | -96.6% |
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