+155.0%
HPE vs MAGS
+15.0%
+139.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.0% | +11.4% | +11.7% |
| 7D | +19.4% | +0.6% | +18.8% | +18.9% |
| 30D | +5.6% | +3.2% | +2.4% | +3.5% |
| 3M | +33.1% | +7.7% | +25.4% | +26.1% |
| 6M | +192.5% | +12.5% | +180.0% | +166.8% |
| YTD | +160.9% | +6.0% | +155.0% | +149.6% |
| 1Y | +155.0% | +14.4% | +140.6% | +129.3% |
| All | +155.0% | +15.0% | +139.9% | +129.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling