+280.0%
HPE vs MAGS
+186.6%
+93.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.3% | +8.1% |
| 7D | +10.1% | +1.2% | +8.9% | +9.3% |
| 30D | +5.3% | -0.1% | +5.4% | +5.3% |
| 3M | +12.7% | +3.8% | +8.9% | +9.5% |
| 6M | +167.7% | +13.2% | +154.4% | +143.8% |
| YTD | +135.5% | +4.7% | +130.7% | +126.7% |
| 1Y | +143.4% | +14.4% | +129.0% | +120.1% |
| 3Y | +249.2% | +128.6% | +120.6% | +117.1% |
| All | +280.0% | +186.6% | +93.3% | +112.2% |
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