-19.1%
HAL vs WMB
+267.9%
-287.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -3.2% |
| 7D | -7.9% | -6.7% | -1.2% | -2.3% |
| 30D | -2.1% | -8.6% | +6.5% | +5.4% |
| 3M | +0.4% | -4.9% | +5.4% | +3.6% |
| 6M | -19.2% | -6.3% | -12.9% | -16.3% |
| YTD | +14.4% | +13.0% | +1.4% | -1.3% |
| 1Y | +18.0% | +14.9% | +3.0% | -0.1% |
| 3Y | -9.7% | +113.4% | -123.1% | -60.8% |
| 5Y | +40.1% | +190.2% | -150.0% | -53.6% |
| 10Y | -19.1% | +259.9% | -279.0% | -78.5% |
| All | -19.1% | +267.9% | -287.0% | -78.5% |
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