+1,262.1%
HWM vs MGY
+210.4%
+1,051.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -11.4% | +3.5% | -15.0% | -12.6% |
| 30D | -18.5% | +5.3% | -23.7% | -20.1% |
| 3M | -13.2% | +2.6% | -15.8% | -14.8% |
| 6M | -8.7% | -3.3% | -5.4% | -9.9% |
| YTD | +12.2% | +29.2% | -17.1% | -1.1% |
| 1Y | +24.9% | +18.0% | +6.9% | +13.4% |
| 3Y | +383.9% | +30.0% | +353.9% | +312.6% |
| 5Y | +646.1% | +92.7% | +553.5% | +405.0% |
| All | +1,262.1% | +210.4% | +1,051.7% | +564.4% |
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