+264.5%
WMB vs HAS
+101.4%
+163.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -13.8% | -0.2% | -13.7% | -13.8% |
| 30D | -10.3% | +31.0% | -41.4% | -16.6% |
| 3M | -10.1% | +30.7% | -40.7% | -16.4% |
| 6M | -11.8% | +23.9% | -35.8% | -17.3% |
| YTD | +8.9% | +48.3% | -39.4% | -3.3% |
| 1Y | +14.0% | +60.2% | -46.3% | -1.0% |
| 3Y | +100.5% | +189.2% | -88.7% | +41.1% |
| 5Y | +179.5% | +50.4% | +129.1% | +136.8% |
| All | +264.5% | +101.4% | +163.1% | +167.1% |
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