+272.9%
WMB vs HAS
+102.4%
+170.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | -6.9% | +3.3% | -10.2% | -7.7% |
| 30D | -7.2% | +30.5% | -37.7% | -13.5% |
| 3M | -5.4% | +29.9% | -35.3% | -11.9% |
| 6M | -4.9% | +26.5% | -31.4% | -11.2% |
| YTD | +14.7% | +51.9% | -37.2% | +1.2% |
| 1Y | +14.7% | +60.9% | -46.2% | -0.4% |
| 3Y | +116.4% | +215.0% | -98.6% | +48.4% |
| 5Y | +198.5% | +51.5% | +147.0% | +153.0% |
| All | +272.9% | +102.4% | +170.5% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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