+280.9%
WMB vs HST
+143.8%
+137.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.4% |
| 7D | +1.6% | -1.3% | +2.8% | +2.1% |
| 30D | -7.1% | +13.4% | -20.4% | -11.4% |
| 3M | -4.0% | +16.7% | -20.7% | -9.5% |
| 6M | -5.7% | +24.0% | -29.7% | -13.6% |
| YTD | +17.2% | +54.0% | -36.8% | -1.7% |
| 1Y | +17.2% | +55.0% | -37.8% | -2.1% |
| 3Y | +121.1% | +89.3% | +31.7% | +66.2% |
| 5Y | +197.2% | +85.4% | +111.8% | +116.1% |
| 10Y | +280.9% | +137.1% | +143.8% | +127.5% |
| All | +280.9% | +143.8% | +137.1% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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