+29.3%
HWM vs MAGS
+13.9%
+15.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.5% | -10.2% | -10.5% |
| 7D | -9.2% | +1.2% | -10.4% | -9.6% |
| 30D | -17.9% | -0.1% | -17.8% | -17.8% |
| 3M | -6.0% | +3.8% | -9.9% | -7.7% |
| 6M | -7.4% | +13.2% | -20.6% | -13.4% |
| YTD | +13.1% | +4.7% | +8.4% | +8.9% |
| 1Y | +29.3% | +14.4% | +14.9% | +20.1% |
| All | +29.3% | +13.9% | +15.4% | +20.1% |
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