+57.4%
HL vs WMB
+5,663.2%
-5,605.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.3% | -1.6% |
| 7D | +7.1% | +0.8% | +6.3% | +6.8% |
| 30D | +21.4% | +7.7% | +13.7% | +19.1% |
| 3M | +37.4% | +6.7% | +30.7% | +34.8% |
| 6M | +0.4% | +3.6% | -3.2% | -1.1% |
| YTD | +6.7% | +28.0% | -21.3% | -0.1% |
| 1Y | +102.4% | +37.6% | +64.7% | +86.2% |
| 3Y | +417.4% | +149.0% | +268.4% | +313.7% |
| 5Y | +243.3% | +285.3% | -42.0% | +150.6% |
| 10Y | +242.6% | +302.1% | -59.5% | +141.6% |
| All | +57.4% | +5,663.2% | -5,605.8% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling