+2.1%
HD vs MGY
+25.3%
-23.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.4% | -1.1% |
| 7D | -1.8% | +1.5% | -3.3% | -1.9% |
| 30D | -10.8% | +6.8% | -17.7% | -11.3% |
| 3M | -2.7% | +2.6% | -5.3% | -2.8% |
| 6M | -10.3% | -3.1% | -7.2% | -10.5% |
| YTD | -7.8% | +29.4% | -37.2% | -13.0% |
| 1Y | -23.1% | +22.3% | -45.4% | -26.9% |
| All | +2.1% | +25.3% | -23.2% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling