-23.6%
MARA vs HUT
+398.0%
-421.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.4% | +11.0% | +10.8% |
| 7D | +2.5% | -10.9% | +13.5% | +7.5% |
| 30D | -23.9% | -32.6% | +8.7% | -5.8% |
| 3M | -23.2% | -33.7% | +10.5% | -4.9% |
| 6M | -43.3% | -42.3% | -0.9% | -24.9% |
| YTD | -18.3% | +23.6% | -41.8% | -38.0% |
| 1Y | -52.9% | +20.4% | -73.2% | -65.7% |
| 3Y | -23.6% | +423.2% | -446.8% | -84.3% |
| All | -23.6% | +398.0% | -421.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling