+257.9%
HD vs WMB
+267.9%
-10.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +1.9% |
| 7D | +3.6% | -6.7% | +10.3% | +5.3% |
| 30D | +21.6% | -8.6% | +30.1% | +23.9% |
| 3M | +0.1% | -4.9% | +5.0% | +0.7% |
| 6M | +13.0% | -6.3% | +19.3% | +13.6% |
| YTD | +4.9% | +13.0% | -8.0% | -0.7% |
| 1Y | -2.1% | +14.9% | -17.0% | -7.9% |
| 3Y | +32.6% | +113.4% | -80.8% | 0.0% |
| 5Y | +8.2% | +190.2% | -181.9% | -27.1% |
| 10Y | +257.9% | +259.9% | -2.0% | +97.4% |
| All | +257.9% | +267.9% | -10.0% | +97.4% |
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