+2.7%
HL vs WMB
+5,215.9%
-5,213.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.2% | -5.6% |
| 7D | -7.6% | +8.1% | -15.7% | -9.3% |
| 30D | -17.5% | -6.9% | -10.6% | -16.4% |
| 3M | -26.2% | -5.1% | -21.1% | -25.7% |
| 6M | -35.1% | -5.7% | -29.4% | -34.8% |
| YTD | -30.4% | +18.1% | -48.5% | -33.8% |
| 1Y | -14.0% | +18.4% | -32.4% | -18.2% |
| 3Y | +256.3% | +122.7% | +133.6% | +191.3% |
| 5Y | +112.5% | +202.0% | -89.5% | +63.4% |
| 10Y | +131.3% | +283.8% | -152.5% | +64.3% |
| All | +2.7% | +5,215.9% | -5,213.2% | -56.6% |
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