+495.5%
HPE vs MGY
+210.8%
+284.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.7% |
| 7D | +13.6% | +1.5% | +12.1% | +13.2% |
| 30D | +7.7% | +6.8% | +0.9% | +5.4% |
| 3M | +22.4% | +2.6% | +19.8% | +20.4% |
| 6M | +172.6% | -3.1% | +175.7% | +171.6% |
| YTD | +147.5% | +29.4% | +118.1% | +124.2% |
| 1Y | +151.8% | +22.3% | +129.5% | +131.7% |
| 3Y | +267.1% | +26.6% | +240.5% | +228.4% |
| 5Y | +362.8% | +92.1% | +270.6% | +243.4% |
| All | +495.5% | +210.8% | +284.7% | +223.3% |
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