+10.8%
HD vs WMB
+275.1%
-264.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.1% |
| 3M | +4.3% | +3.1% | +1.2% | +3.4% |
| 6M | -11.1% | -0.7% | -10.4% | -11.4% |
| YTD | -4.7% | +25.2% | -29.8% | -10.1% |
| 1Y | -19.8% | +32.9% | -52.7% | -25.7% |
| 3Y | +4.1% | +140.6% | -136.5% | -20.8% |
| All | +10.8% | +275.1% | -264.3% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling