+25.1%
HPQ vs MAGS
+126.5%
-101.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.6% | +4.8% |
| 7D | +2.2% | +0.8% | +1.4% | +1.9% |
| 30D | +9.7% | +0.4% | +9.3% | +9.6% |
| 3M | +32.7% | +5.6% | +27.2% | +29.5% |
| 6M | +77.7% | +12.3% | +65.4% | +68.3% |
| YTD | +51.0% | +5.1% | +45.9% | +47.2% |
| 1Y | +18.4% | +14.0% | +4.4% | +11.0% |
| All | +25.1% | +126.5% | -101.4% | -7.9% |
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