-88.7%
MARA vs HUT
-28.2%
-60.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.4% | +11.0% | +10.9% |
| 7D | +2.5% | -10.9% | +13.5% | +8.2% |
| 30D | -23.9% | -32.6% | +8.7% | -1.8% |
| 3M | -23.2% | -33.7% | +10.5% | -1.6% |
| 6M | -43.3% | -42.3% | -0.9% | -22.3% |
| YTD | -18.3% | +23.6% | -41.8% | -45.9% |
| 1Y | -52.9% | +20.4% | -73.2% | -70.8% |
| 3Y | -23.6% | +423.2% | -446.8% | -92.5% |
| 5Y | -88.7% | -19.4% | -69.3% | -93.4% |
| All | -88.7% | -28.2% | -60.4% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling