+164.7%
HD vs MGY
+199.8%
-35.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | -2.1% | +2.1% | -4.1% | -2.4% |
| 30D | -8.4% | +13.8% | -22.2% | -10.1% |
| 3M | +4.3% | -4.3% | +8.6% | +4.6% |
| 6M | -11.1% | -5.1% | -6.1% | -11.3% |
| YTD | -4.7% | +24.8% | -29.5% | -8.8% |
| 1Y | -19.8% | +11.8% | -31.6% | -22.1% |
| 3Y | +4.1% | +23.5% | -19.4% | -1.7% |
| 5Y | +10.3% | +87.5% | -77.2% | -4.8% |
| All | +164.7% | +199.8% | -35.1% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling