+74.6%
HST vs MGY
+210.4%
-135.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +0.9% | +3.5% | -2.7% | -0.4% |
| 30D | -2.5% | +5.3% | -7.7% | -4.3% |
| 3M | -5.1% | +2.6% | -7.8% | -6.9% |
| 6M | +21.6% | -3.3% | +24.9% | +20.6% |
| YTD | +31.6% | +29.2% | +2.4% | +17.0% |
| 1Y | +36.1% | +18.0% | +18.1% | +24.7% |
| 3Y | +66.5% | +30.0% | +36.4% | +43.6% |
| 5Y | +76.6% | +92.7% | -16.1% | +22.7% |
| All | +74.6% | +210.4% | -135.8% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling