+66.1%
HST vs MAGS
+128.8%
-62.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.0% | +1.2% | +0.8% | +1.4% |
| 30D | -5.2% | -0.1% | -5.1% | -5.3% |
| 3M | -6.2% | +3.8% | -10.1% | -8.0% |
| 6M | +20.4% | +13.2% | +7.2% | +13.2% |
| YTD | +30.6% | +4.7% | +25.9% | +27.1% |
| 1Y | +37.4% | +14.4% | +23.0% | +27.6% |
| 3Y | +66.1% | +128.6% | -62.4% | +15.0% |
| All | +66.1% | +128.8% | -62.7% | +15.0% |
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