-9.3%
HAL vs WMB
+123.0%
-132.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | +2.6% | +8.1% | -5.4% | -1.3% |
| 30D | -0.1% | -6.9% | +6.8% | +3.2% |
| 3M | -1.1% | -5.1% | +4.0% | +1.0% |
| 6M | -20.7% | -5.7% | -15.0% | -19.0% |
| YTD | +17.5% | +18.1% | -0.5% | +6.6% |
| 1Y | +24.1% | +18.4% | +5.7% | +12.3% |
| All | -9.3% | +123.0% | -132.2% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling