+118.1%
HLT vs MAGS
+187.1%
-69.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.6% | -1.8% | -0.8% | -1.9% |
| 30D | -2.6% | +1.1% | -3.7% | -3.1% |
| 3M | -9.4% | +7.7% | -17.1% | -12.2% |
| 6M | +2.7% | +11.7% | -9.0% | -2.2% |
| YTD | +6.8% | +4.9% | +1.9% | +4.1% |
| 1Y | +12.4% | +14.3% | -2.0% | +5.3% |
| 3Y | +100.2% | +128.9% | -28.7% | +46.1% |
| All | +118.1% | +187.1% | -69.0% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling