+67.3%
MARA vs HUT
+422.3%
-355.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.2% | -8.7% | -6.7% |
| 7D | +6.0% | +17.8% | -11.8% | -5.3% |
| 30D | +0.6% | +0.8% | -0.2% | 0.0% |
| 3M | -18.5% | -26.8% | +8.3% | -1.0% |
| 6M | +21.7% | +72.6% | -50.8% | -25.0% |
| YTD | +25.9% | +103.6% | -77.7% | -31.9% |
| 1Y | -25.1% | +265.3% | -290.4% | -76.6% |
| 3Y | -5.7% | +689.4% | -695.2% | -86.6% |
| 5Y | -73.9% | +75.3% | -149.3% | -89.1% |
| All | +67.3% | +422.3% | -355.0% | -84.8% |
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