+200.8%
WMB vs HAS
+48.2%
+152.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +7.8% | +1.4% | +6.4% | +7.6% |
| 30D | -5.1% | +26.3% | -31.4% | -8.4% |
| 3M | -4.7% | +25.6% | -30.3% | -8.0% |
| 6M | -7.4% | +30.3% | -37.7% | -11.2% |
| YTD | +17.5% | +50.4% | -32.9% | +9.5% |
| 1Y | +19.5% | +57.7% | -38.2% | +10.4% |
| 3Y | +121.3% | +213.4% | -92.1% | +74.0% |
| All | +200.8% | +48.2% | +152.6% | +179.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling