+289.4%
HPE vs MGY
+25.2%
+264.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.2% | +12.3% | +12.4% |
| 7D | +19.4% | +3.5% | +15.9% | +18.1% |
| 30D | +5.6% | +5.3% | +0.3% | +3.7% |
| 3M | +33.1% | +2.6% | +30.4% | +31.2% |
| 6M | +192.5% | -3.3% | +195.7% | +191.9% |
| YTD | +160.9% | +29.2% | +131.7% | +130.2% |
| 1Y | +155.0% | +18.0% | +136.9% | +132.9% |
| 3Y | +289.4% | +30.0% | +259.4% | +226.5% |
| All | +289.4% | +25.2% | +264.2% | +226.5% |
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 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