+1.7%
HUT vs MAGS
+5.9%
-4.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +2.2% | -25.5% | -27.3% |
| 7D | -29.5% | -1.4% | -28.2% | -28.1% |
| 30D | -45.2% | -4.4% | -40.8% | -39.9% |
| 3M | -51.6% | +1.9% | -53.5% | -52.9% |
| 6M | -37.3% | +4.9% | -42.3% | -41.9% |
| YTD | +6.5% | +6.5% | 0.0% | -3.1% |
| 1Y | +1.7% | +6.3% | -4.6% | -4.8% |
| All | +1.7% | +5.9% | -4.1% | -4.8% |
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