+76.3%
MARA vs HUT
+435.6%
-359.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.3% | +3.2% |
| 7D | +13.8% | +18.9% | -5.0% | +0.9% |
| 30D | +24.7% | +12.0% | +12.7% | +15.1% |
| 3M | -10.4% | -14.9% | +4.4% | -2.2% |
| 6M | +37.6% | +96.8% | -59.2% | -22.8% |
| YTD | +32.7% | +108.8% | -76.1% | -29.5% |
| 1Y | -25.2% | +227.4% | -252.5% | -74.5% |
| 3Y | +9.3% | +760.3% | -751.0% | -85.4% |
| 5Y | -69.3% | +86.1% | -155.4% | -87.7% |
| All | +76.3% | +435.6% | -359.2% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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