+198.5%
WMB vs HAS
+51.6%
+146.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | -6.9% | +3.3% | -10.2% | -7.4% |
| 30D | -7.2% | +30.5% | -37.7% | -10.8% |
| 3M | -5.4% | +29.9% | -35.3% | -9.1% |
| 6M | -4.9% | +26.5% | -31.4% | -8.4% |
| YTD | +14.7% | +51.9% | -37.2% | +6.8% |
| 1Y | +14.7% | +60.9% | -46.2% | +5.7% |
| 3Y | +116.4% | +215.0% | -98.6% | +70.1% |
| 5Y | +198.5% | +51.5% | +147.0% | +173.6% |
| All | +198.5% | +51.6% | +146.9% | +173.6% |
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