+1,273.5%
HWM vs MGY
+206.7%
+1,066.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +2.3% | -13.0% | -11.5% |
| 7D | -9.2% | -0.9% | -8.3% | -9.0% |
| 30D | -17.9% | +10.1% | -28.0% | -20.8% |
| 3M | -6.0% | -1.5% | -4.6% | -6.6% |
| 6M | -7.4% | -4.9% | -2.4% | -8.1% |
| YTD | +13.1% | +27.7% | -14.6% | +0.1% |
| 1Y | +29.3% | +20.1% | +9.2% | +16.6% |
| 3Y | +389.9% | +24.9% | +365.0% | +323.8% |
| 5Y | +655.5% | +91.6% | +564.0% | +412.1% |
| All | +1,273.5% | +206.7% | +1,066.8% | +572.7% |
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