+1,152.8%
WMB vs HBM
+471.0%
+681.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +2.4% |
| 7D | -6.9% | +2.4% | -9.3% | -7.5% |
| 30D | -7.2% | -16.0% | +8.8% | -3.7% |
| 3M | -5.4% | -21.3% | +15.9% | -1.0% |
| 6M | -4.9% | -12.2% | +7.3% | -4.9% |
| YTD | +14.7% | +10.7% | +4.0% | +6.1% |
| 1Y | +14.7% | +30.3% | -15.6% | +1.7% |
| 3Y | +116.4% | +432.2% | -315.9% | +27.6% |
| 5Y | +198.5% | +218.8% | -20.3% | +86.8% |
| 10Y | +266.3% | +281.4% | -15.1% | +71.2% |
| All | +1,152.8% | +471.0% | +681.9% | +247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling