+55.9%
HST vs MAGS
+3.8%
+52.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | +0.6% | -0.3% | +0.9% | +0.8% |
| 30D | +14.5% | -7.1% | +21.6% | +16.9% |
| 3M | +15.4% | -0.7% | +16.1% | +15.6% |
| 6M | +22.0% | -1.5% | +23.5% | +23.3% |
| YTD | +54.9% | +3.9% | +50.9% | +48.0% |
| All | +55.9% | +3.8% | +52.2% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling