+50.0%
HUM vs MGY
+8.9%
+41.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | 0.0% |
| 7D | +1.6% | -12.1% | +13.7% | +1.9% |
| 30D | +3.5% | -2.6% | +6.1% | +3.5% |
| 3M | +15.5% | -4.2% | +19.7% | +15.8% |
| 6M | +76.2% | -23.9% | +100.1% | +82.0% |
| YTD | +64.5% | +8.8% | +55.7% | +54.2% |
| 1Y | +50.0% | +9.5% | +40.5% | +39.2% |
| All | +50.0% | +8.9% | +41.1% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling