+82.6%
HST vs MAGS
+121.0%
-38.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.5% |
| 7D | -2.7% | -1.4% | -1.3% | -2.0% |
| 30D | +10.7% | -8.4% | +19.1% | +14.8% |
| 3M | +6.3% | -1.5% | +7.8% | +6.8% |
| 6M | +19.0% | -1.4% | +20.3% | +19.1% |
| YTD | +47.0% | +2.4% | +44.7% | +44.3% |
| 1Y | +53.4% | +3.5% | +49.9% | +49.6% |
| All | +82.6% | +121.0% | -38.4% | +32.0% |
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