+313.2%
WMB vs HBM
+625.8%
-312.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | 0.0% | +5.5% | -5.5% | -1.0% |
| 30D | +4.6% | +3.3% | +1.3% | +3.6% |
| 3M | +5.7% | +12.7% | -6.9% | +2.1% |
| 6M | +4.2% | +28.2% | -24.0% | -3.5% |
| YTD | +26.8% | +45.3% | -18.5% | +13.4% |
| 1Y | +34.7% | +121.7% | -87.0% | +9.4% |
| 3Y | +146.8% | +523.5% | -376.7% | +53.3% |
| 5Y | +285.0% | +393.9% | -108.9% | +137.3% |
| 10Y | +313.2% | +647.9% | -334.7% | +85.5% |
| All | +313.2% | +625.8% | -312.7% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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