+75.8%
HST vs MGY
+85.2%
-9.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +0.7% | +1.8% | -1.1% | +0.2% |
| 30D | -0.7% | +6.5% | -7.2% | -2.5% |
| 3M | -4.0% | +0.3% | -4.3% | -4.7% |
| 6M | +20.7% | -2.4% | +23.1% | +19.6% |
| YTD | +31.0% | +29.0% | +2.1% | +18.5% |
| 1Y | +36.2% | +17.0% | +19.2% | +26.7% |
| 3Y | +66.6% | +26.2% | +40.5% | +48.3% |
| 5Y | +75.8% | +92.3% | -16.5% | +37.8% |
| All | +75.8% | +85.2% | -9.4% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling