+269.4%
HPE vs MAGS
+126.5%
+142.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.8% | +4.9% |
| 7D | +13.6% | +0.8% | +12.8% | +13.1% |
| 30D | +7.7% | +0.4% | +7.3% | +7.4% |
| 3M | +22.4% | +5.6% | +16.8% | +17.3% |
| 6M | +172.6% | +12.3% | +160.3% | +148.7% |
| YTD | +147.5% | +5.1% | +142.4% | +137.3% |
| 1Y | +151.8% | +14.0% | +137.8% | +127.2% |
| All | +269.4% | +126.5% | +142.9% | +124.3% |
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 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