+8.4%
MARA vs HUT
+772.7%
-764.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.4% | -1.8% | +0.6% |
| 7D | +15.6% | +28.3% | -12.6% | -1.3% |
| 30D | +17.2% | +12.3% | +4.9% | +9.0% |
| 3M | -14.2% | -16.8% | +2.7% | -5.3% |
| 6M | +47.7% | +111.4% | -63.7% | -16.4% |
| YTD | +31.7% | +116.6% | -84.8% | -27.4% |
| 1Y | -22.2% | +290.5% | -312.6% | -74.7% |
| 3Y | +8.4% | +792.3% | -783.9% | -84.5% |
| All | +8.4% | +772.7% | -764.3% | -84.5% |
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