-79.3%
MARA vs HTZ
-92.5%
+13.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -8.4% | +16.4% | +10.5% |
| 7D | -6.2% | -14.6% | +8.4% | -2.0% |
| 30D | -38.7% | -20.8% | -17.9% | -34.7% |
| 3M | -40.4% | -18.8% | -21.6% | -38.9% |
| 6M | -51.3% | -74.7% | +23.4% | -32.0% |
| YTD | -29.3% | -68.1% | +38.8% | -10.8% |
| 1Y | -60.2% | -73.5% | +13.3% | -46.8% |
| 3Y | -31.3% | -81.8% | +50.5% | -14.0% |
| 5Y | -90.1% | -95.2% | +5.2% | -76.8% |
| All | -79.3% | -92.5% | +13.2% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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