+4.5%
HD vs MGY
+88.8%
-84.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -3.8% | +3.5% | -7.4% | -4.2% |
| 30D | -9.4% | +5.3% | -14.7% | -10.0% |
| 3M | -4.6% | +2.6% | -7.2% | -5.0% |
| 6M | -10.1% | -3.3% | -6.8% | -10.3% |
| YTD | -8.3% | +29.2% | -37.5% | -12.5% |
| 1Y | -25.0% | +18.0% | -43.0% | -27.6% |
| 3Y | +1.5% | +30.0% | -28.5% | -4.6% |
| All | +4.5% | +88.8% | -84.3% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling