+4,679.4%
WMB vs HAS
+4,678.1%
+1.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.6% | -4.8% |
| 7D | -14.2% | 0.0% | -14.2% | -14.2% |
| 30D | -11.2% | +31.3% | -42.6% | -18.6% |
| 3M | -9.9% | +32.1% | -42.0% | -17.6% |
| 6M | -14.4% | +28.1% | -42.5% | -21.5% |
| YTD | +9.2% | +49.1% | -39.9% | -5.1% |
| 1Y | +15.1% | +60.5% | -45.5% | -2.4% |
| 3Y | +99.2% | +183.9% | -84.7% | +36.0% |
| 5Y | +180.2% | +51.2% | +129.0% | +127.3% |
| 10Y | +273.7% | +105.3% | +168.5% | +156.2% |
| All | +4,679.4% | +4,678.1% | +1.3% | +1,130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling