+73.0%
HST vs MGY
+210.8%
-137.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.6% |
| 7D | -0.3% | +1.5% | -1.8% | -0.8% |
| 30D | -2.8% | +6.8% | -9.6% | -5.1% |
| 3M | -6.5% | +2.6% | -9.1% | -8.2% |
| 6M | +20.7% | -3.1% | +23.8% | +19.6% |
| YTD | +30.5% | +29.4% | +1.0% | +15.9% |
| 1Y | +36.8% | +22.3% | +14.5% | +23.6% |
| 3Y | +65.9% | +26.6% | +39.3% | +44.4% |
| 5Y | +73.9% | +92.1% | -18.2% | +21.0% |
| All | +73.0% | +210.8% | -137.8% | -18.5% |
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 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