+15.6%
HAL vs MAGS
+187.1%
-171.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -3.3% | -1.8% | -1.5% | -2.8% |
| 30D | +7.2% | +1.1% | +6.1% | +6.8% |
| 3M | -8.8% | +7.7% | -16.5% | -11.1% |
| 6M | +3.0% | +11.7% | -8.7% | -1.1% |
| YTD | +29.4% | +4.9% | +24.5% | +26.9% |
| 1Y | +62.8% | +14.3% | +48.5% | +54.4% |
| 3Y | -6.4% | +128.9% | -135.4% | -22.0% |
| All | +15.6% | +187.1% | -171.5% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MAGS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling