+140.1%
WMB vs HLT
+99.0%
+41.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -1.7% | -2.6% | +0.9% | -1.1% |
| 30D | +0.7% | -2.6% | +3.3% | +1.3% |
| 3M | +1.5% | -9.4% | +10.9% | +3.7% |
| 6M | +0.1% | +2.7% | -2.7% | -1.5% |
| YTD | +22.9% | +6.8% | +16.2% | +19.2% |
| 1Y | +27.9% | +12.4% | +15.5% | +21.6% |
| All | +140.1% | +99.0% | +41.0% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling