+63.9%
HST vs MAGS
+188.2%
-124.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | -1.0% | +0.5% | -1.6% | -1.3% |
| 30D | -12.3% | +1.5% | -13.7% | -12.8% |
| 3M | -6.4% | +0.5% | -6.8% | -6.8% |
| 6M | +15.0% | +11.6% | +3.4% | +9.2% |
| YTD | +30.5% | +5.3% | +25.2% | +26.9% |
| 1Y | +35.7% | +14.9% | +20.8% | +26.4% |
| 3Y | +68.4% | +128.9% | -60.5% | +20.4% |
| All | +63.9% | +188.2% | -124.3% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling