+208.9%
HL vs MAGS
+187.1%
+21.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -5.6% | -1.8% | -3.8% | -4.7% |
| 30D | +12.7% | +1.1% | +11.7% | +12.2% |
| 3M | +42.5% | +7.7% | +34.8% | +37.4% |
| 6M | -9.0% | +11.7% | -20.7% | -13.0% |
| YTD | +4.4% | +4.9% | -0.5% | +2.3% |
| 1Y | +82.7% | +14.3% | +68.3% | +73.2% |
| 3Y | +406.3% | +128.9% | +277.4% | +285.6% |
| All | +208.9% | +187.1% | +21.8% | +136.7% |
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 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