+3.4%
MARA vs HUT
+221.4%
-218.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.1% | +4.2% | +1.9% |
| 7D | +10.1% | +9.3% | +0.7% | +3.1% |
| 30D | -15.1% | -23.1% | +8.0% | -2.4% |
| 3M | -24.1% | -30.6% | +6.5% | -7.5% |
| 6M | -45.2% | -46.9% | +1.7% | -22.0% |
| YTD | -22.2% | +25.3% | -47.5% | -44.4% |
| 1Y | -45.3% | +59.8% | -105.1% | -69.1% |
| 3Y | -23.9% | +467.2% | -491.0% | -87.3% |
| 5Y | -90.8% | -24.6% | -66.1% | -93.6% |
| All | +3.4% | +221.4% | -218.0% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling