+321.1%
HPE vs MAGS
+190.0%
+131.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.4% |
| 3M | +33.1% | +7.7% | +25.4% | +26.0% |
| 6M | +192.5% | +12.5% | +180.0% | +168.0% |
| YTD | +160.9% | +6.0% | +155.0% | +149.4% |
| 1Y | +155.0% | +14.4% | +140.6% | +130.8% |
| 3Y | +289.4% | +127.5% | +161.9% | +141.8% |
| All | +321.1% | +190.0% | +131.0% | +133.4% |
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