+419.0%
HWM vs MAGS
+184.5%
+234.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | -1.8% | -0.3% | -1.5% | -1.6% |
| 30D | -2.7% | -7.1% | +4.4% | +1.0% |
| 3M | -22.7% | -0.7% | -22.0% | -22.5% |
| 6M | -18.9% | -1.5% | -17.4% | -18.6% |
| YTD | +7.1% | +3.9% | +3.2% | +4.0% |
| 1Y | +4.7% | +3.1% | +1.6% | +2.1% |
| 3Y | +345.6% | +121.6% | +224.0% | +209.3% |
| All | +419.0% | +184.5% | +234.5% | +236.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling