+256.3%
HL vs WMB
+123.0%
+133.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.2% | -5.7% |
| 7D | -7.6% | +8.1% | -15.7% | -9.9% |
| 30D | -17.5% | -6.9% | -10.6% | -15.9% |
| 3M | -26.2% | -5.1% | -21.1% | -25.6% |
| 6M | -35.1% | -5.7% | -29.4% | -34.9% |
| YTD | -30.4% | +18.1% | -48.5% | -37.6% |
| 1Y | -14.0% | +18.4% | -32.4% | -23.1% |
| All | +256.3% | +123.0% | +133.3% | +70.3% |
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