-4.6%
HD vs MGY
+8.9%
-13.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.2% | +11.8% | +5.3% |
| 7D | +11.9% | -12.1% | +24.0% | +9.0% |
| 30D | +26.4% | -2.6% | +29.0% | +25.6% |
| 3M | +2.8% | -4.2% | +7.1% | +2.4% |
| 6M | +15.5% | -23.9% | +39.4% | +11.3% |
| YTD | +5.5% | +8.8% | -3.3% | -6.9% |
| 1Y | -4.6% | +9.5% | -14.1% | -15.9% |
| All | -4.6% | +8.9% | -13.5% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling