+15.7%
HD vs MAGS
+187.7%
-172.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.8% | +0.8% | -2.6% | -2.0% |
| 30D | -10.8% | +0.4% | -11.3% | -11.0% |
| 3M | -2.7% | +5.6% | -8.2% | -4.1% |
| 6M | -10.3% | +12.3% | -22.6% | -13.1% |
| YTD | -7.8% | +5.1% | -12.9% | -9.4% |
| 1Y | -23.1% | +14.0% | -37.1% | -26.2% |
| 3Y | +2.0% | +129.4% | -127.4% | -20.1% |
| All | +15.7% | +187.7% | -172.0% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling