+154.5%
HD vs MGY
+210.4%
-55.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -3.8% | +3.5% | -7.4% | -4.3% |
| 30D | -9.4% | +5.3% | -14.7% | -10.1% |
| 3M | -4.6% | +2.6% | -7.2% | -5.3% |
| 6M | -10.1% | -3.3% | -6.8% | -10.4% |
| YTD | -8.3% | +29.2% | -37.5% | -12.7% |
| 1Y | -25.0% | +18.0% | -43.0% | -27.7% |
| 3Y | +1.5% | +30.0% | -28.5% | -4.8% |
| 5Y | +5.6% | +92.7% | -87.1% | -9.2% |
| All | +154.5% | +210.4% | -55.8% | +74.6% |
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