-90.4%
MARA vs HUM
+459.7%
-550.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -1.5% | -1.4% | 0.0% | -1.1% |
| 30D | +18.1% | +7.5% | +10.6% | +15.9% |
| 3M | -9.4% | +10.2% | -19.6% | -11.7% |
| 6M | +33.4% | +132.5% | -99.2% | +6.2% |
| YTD | +27.3% | +57.6% | -30.3% | +10.8% |
| 1Y | -27.9% | +48.6% | -76.5% | -36.8% |
| 3Y | +4.8% | -11.2% | +15.9% | +3.0% |
| 5Y | -68.0% | +4.8% | -72.8% | -70.3% |
| 10Y | -74.7% | +147.1% | -221.8% | -80.1% |
| All | -90.4% | +459.7% | -550.1% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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