+1.4%
HAL vs MGY
+210.4%
-209.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | -3.3% | +3.5% | -6.9% | -5.8% |
| 30D | +8.2% | +5.3% | +2.9% | +4.0% |
| 3M | -9.4% | +2.6% | -12.1% | -12.0% |
| 6M | +0.6% | -3.3% | +3.9% | +1.6% |
| YTD | +28.6% | +29.2% | -0.6% | +4.7% |
| 1Y | +63.9% | +18.0% | +45.9% | +42.2% |
| 3Y | -7.1% | +30.0% | -37.1% | -25.2% |
| 5Y | +102.3% | +92.7% | +9.6% | +20.6% |
| All | +1.4% | +210.4% | -209.0% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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