+16.9%
HD vs MAGS
+186.6%
-169.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -1.2% | +1.2% | -2.4% | -1.5% |
| 30D | -11.1% | -0.1% | -11.0% | -11.1% |
| 3M | +2.0% | +3.8% | -1.8% | +1.0% |
| 6M | -10.5% | +13.2% | -23.7% | -13.5% |
| YTD | -6.9% | +4.7% | -11.6% | -8.3% |
| 1Y | -23.2% | +14.4% | -37.6% | -26.3% |
| 3Y | +3.1% | +128.6% | -125.5% | -19.2% |
| All | +16.9% | +186.6% | -169.7% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling