+261.2%
HL vs WMB
+304.7%
-43.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -2.5% |
| 7D | -5.6% | -1.7% | -3.9% | -4.9% |
| 30D | +12.7% | +0.7% | +12.0% | +11.8% |
| 3M | +42.5% | +1.5% | +41.0% | +40.1% |
| 6M | -9.0% | +0.1% | -9.1% | -10.4% |
| YTD | +4.4% | +22.9% | -18.5% | -7.7% |
| 1Y | +82.7% | +27.9% | +54.8% | +57.8% |
| 3Y | +406.3% | +139.1% | +267.1% | +212.9% |
| 5Y | +238.2% | +270.9% | -32.8% | +73.1% |
| All | +261.2% | +304.7% | -43.4% | +68.9% |
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