+2.6%
HAL vs WMB
+307.8%
-305.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.3% |
| 7D | -3.3% | -1.0% | -2.3% | -2.5% |
| 30D | +8.2% | -0.4% | +8.6% | +8.1% |
| 3M | -9.4% | +3.2% | -12.7% | -13.0% |
| 6M | +0.6% | +0.1% | +0.6% | -1.0% |
| YTD | +28.6% | +23.9% | +4.7% | +3.1% |
| 1Y | +63.9% | +27.6% | +36.3% | +26.3% |
| 3Y | -7.1% | +141.9% | -149.0% | -63.7% |
| 5Y | +102.3% | +273.8% | -171.5% | -46.1% |
| All | +2.6% | +307.8% | -305.2% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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