+135.3%
HON vs WMB
+317.6%
-182.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -0.6% | 0.0% | -0.5% | -0.6% |
| 30D | -15.4% | +4.6% | -20.0% | -16.8% |
| 3M | -9.1% | +5.7% | -14.9% | -11.2% |
| 6M | -17.1% | +4.2% | -21.3% | -18.8% |
| YTD | +1.5% | +26.8% | -25.3% | -7.6% |
| 1Y | -1.3% | +34.7% | -36.0% | -12.7% |
| 3Y | +19.5% | +146.8% | -127.3% | -17.9% |
| 5Y | +3.1% | +285.0% | -282.0% | -41.7% |
| All | +135.3% | +317.6% | -182.4% | +14.3% |
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 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