+555.3%
WMB vs HDB
+4,256.0%
-3,700.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +2.8% |
| 7D | -6.7% | +13.7% | -20.4% | -10.9% |
| 30D | -8.6% | +15.8% | -24.4% | -13.4% |
| 3M | -4.9% | +9.2% | -14.2% | -8.4% |
| 6M | -6.3% | +3.2% | -9.5% | -8.7% |
| YTD | +13.0% | -29.4% | +42.3% | +24.6% |
| 1Y | +14.9% | -27.9% | +42.9% | +25.7% |
| 3Y | +113.4% | -5.9% | +119.3% | +107.4% |
| 5Y | +190.2% | -23.5% | +213.6% | +195.4% |
| 10Y | +259.9% | +61.3% | +198.5% | +161.4% |
| All | +555.3% | +4,256.0% | -3,700.7% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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