+259.9%
WMB vs HAS
+106.1%
+153.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.3% |
| 7D | -6.7% | +2.2% | -8.8% | -7.2% |
| 30D | -8.6% | +29.6% | -38.1% | -14.7% |
| 3M | -4.9% | +30.3% | -35.2% | -11.5% |
| 6M | -6.3% | +25.6% | -31.9% | -12.4% |
| YTD | +13.0% | +50.8% | -37.8% | -0.1% |
| 1Y | +14.9% | +63.0% | -48.1% | -0.6% |
| 3Y | +113.4% | +211.6% | -98.2% | +46.9% |
| 5Y | +190.2% | +50.4% | +139.8% | +146.3% |
| 10Y | +259.9% | +101.9% | +158.0% | +161.9% |
| All | +259.9% | +106.1% | +153.8% | +161.9% |
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