+112.8%
HL vs WMB
+200.5%
-87.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | -11.1% | +7.8% | -18.9% | -14.8% |
| 30D | -12.1% | -5.1% | -7.0% | -10.5% |
| 3M | -26.1% | -4.7% | -21.4% | -25.4% |
| 6M | -37.7% | -7.4% | -30.3% | -36.7% |
| YTD | -31.7% | +17.5% | -49.2% | -41.4% |
| 1Y | -11.6% | +19.5% | -31.1% | -25.3% |
| 3Y | +249.6% | +121.3% | +128.4% | +66.0% |
| All | +112.8% | +200.5% | -87.7% | -15.8% |
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