+298.4%
WMB vs HLT
+590.2%
-291.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.0% | -1.6% | +0.6% | -0.4% |
| 30D | -0.4% | -5.0% | +4.6% | +1.6% |
| 3M | +3.2% | -10.4% | +13.6% | +7.6% |
| 6M | +0.1% | +3.2% | -3.2% | -2.3% |
| YTD | +23.9% | +6.7% | +17.1% | +18.9% |
| 1Y | +27.6% | +10.3% | +17.3% | +20.3% |
| 3Y | +141.9% | +99.3% | +42.6% | +72.7% |
| 5Y | +273.8% | +143.7% | +130.1% | +130.7% |
| All | +298.4% | +590.2% | -291.8% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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