+224.7%
HPE vs MAGS
+122.1%
+102.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.5% |
| 7D | +7.9% | +1.7% | +6.2% | +6.6% |
| 30D | -23.5% | -5.8% | -17.7% | -19.4% |
| 3M | -19.1% | +0.2% | -19.3% | -18.4% |
| 6M | +51.4% | -2.7% | +54.1% | +55.5% |
| YTD | +103.4% | +4.1% | +99.3% | +98.3% |
| 1Y | +114.4% | +7.5% | +106.9% | +104.0% |
| 3Y | +224.7% | +122.0% | +102.6% | +118.8% |
| All | +224.7% | +122.1% | +102.6% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling