-6.4%
HAL vs WMB
+121.9%
-128.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.4% |
| 7D | +6.1% | +7.8% | -1.7% | +2.2% |
| 30D | +2.9% | -5.1% | +8.0% | +5.3% |
| 3M | +3.3% | -4.7% | +8.1% | +5.3% |
| 6M | -16.9% | -7.4% | -9.5% | -14.3% |
| YTD | +21.2% | +17.5% | +3.7% | +10.2% |
| 1Y | +27.5% | +19.5% | +8.1% | +14.9% |
| 3Y | -6.4% | +121.3% | -127.7% | -46.0% |
| All | -6.4% | +121.9% | -128.3% | -46.0% |
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 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