+113.4%
WMB vs HAS
+204.3%
-90.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.6% |
| 7D | -6.7% | +2.2% | -8.8% | -6.8% |
| 30D | -8.6% | +29.6% | -38.1% | -10.6% |
| 3M | -4.9% | +30.3% | -35.2% | -7.1% |
| 6M | -6.3% | +25.6% | -31.9% | -8.1% |
| YTD | +13.0% | +50.8% | -37.8% | +8.5% |
| 1Y | +14.9% | +63.0% | -48.1% | +9.4% |
| 3Y | +113.4% | +211.6% | -98.2% | +82.2% |
| All | +113.4% | +204.3% | -90.9% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling