+1,090.1%
WMB vs HBM
+443.9%
+646.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -13.8% | -3.6% | -10.2% | -13.1% |
| 30D | -10.3% | -19.2% | +8.8% | -6.1% |
| 3M | -10.1% | -20.5% | +10.5% | -6.0% |
| 6M | -11.8% | -12.8% | +1.0% | -11.8% |
| YTD | +8.9% | +5.4% | +3.5% | +1.9% |
| 1Y | +14.0% | +33.0% | -19.0% | +0.5% |
| 3Y | +100.5% | +357.3% | -256.8% | +22.8% |
| 5Y | +179.5% | +210.4% | -30.9% | +75.8% |
| 10Y | +272.7% | +387.1% | -114.4% | +61.7% |
| All | +1,090.1% | +443.9% | +646.1% | +233.7% |
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 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