+305.4%
HL vs MGY
+210.4%
+95.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -4.4% | +3.5% | -7.9% | -5.3% |
| 30D | +9.3% | +5.3% | +4.0% | +7.6% |
| 3M | +32.0% | +2.6% | +29.3% | +29.8% |
| 6M | -6.4% | -3.3% | -3.2% | -7.3% |
| YTD | +3.1% | +29.2% | -26.1% | -6.8% |
| 1Y | +77.6% | +18.0% | +59.5% | +64.6% |
| 3Y | +392.8% | +30.0% | +362.8% | +335.3% |
| 5Y | +234.1% | +92.7% | +141.4% | +161.7% |
| All | +305.4% | +210.4% | +95.0% | +145.2% |
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 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