+84.7%
HST vs MAGS
+180.2%
-95.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.5% |
| 7D | -2.7% | -1.4% | -1.3% | -2.1% |
| 30D | +10.7% | -8.4% | +19.1% | +14.6% |
| 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% | +44.4% |
| 1Y | +53.4% | +3.5% | +49.9% | +49.8% |
| 3Y | +78.0% | +125.3% | -47.3% | +28.7% |
| All | +84.7% | +180.2% | -95.6% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling