+208.5%
HD vs WMB
+319.8%
-111.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.1% | +0.6% | -2.6% | -2.2% |
| 30D | -8.4% | +3.3% | -11.7% | -9.4% |
| 3M | +4.3% | +3.1% | +1.2% | +2.9% |
| 6M | -11.1% | -0.7% | -10.4% | -11.6% |
| YTD | -4.7% | +25.2% | -29.8% | -11.8% |
| 1Y | -19.8% | +32.9% | -52.7% | -27.4% |
| 3Y | +4.1% | +140.6% | -136.5% | -23.8% |
| 5Y | +10.3% | +273.5% | -263.1% | -31.2% |
| All | +208.5% | +319.8% | -111.3% | +65.7% |
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