+278.8%
WMB vs HBM
+349.4%
-70.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.3% |
| 7D | +0.6% | -6.4% | +6.9% | +1.4% |
| 30D | +3.3% | +5.9% | -2.6% | +2.1% |
| 3M | +3.1% | -8.9% | +12.0% | +3.5% |
| 6M | -0.7% | +10.7% | -11.4% | -4.2% |
| YTD | +25.2% | +38.3% | -13.1% | +15.3% |
| 1Y | +32.9% | +121.3% | -88.5% | +11.7% |
| 3Y | +140.6% | +450.6% | -310.0% | +63.4% |
| All | +278.8% | +349.4% | -70.6% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling