+303.7%
WMB vs HST
+97.2%
+206.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | 0.0% |
| 7D | +0.6% | -1.0% | +1.6% | +0.9% |
| 30D | +3.3% | -12.3% | +15.5% | +8.1% |
| 3M | +3.1% | -6.4% | +9.5% | +5.1% |
| 6M | -0.7% | +15.0% | -15.7% | -6.7% |
| YTD | +25.2% | +30.5% | -5.3% | +11.8% |
| 1Y | +32.9% | +35.7% | -2.8% | +16.6% |
| 3Y | +140.6% | +68.4% | +72.2% | +88.6% |
| 5Y | +273.5% | +73.1% | +200.3% | +177.0% |
| All | +303.7% | +97.2% | +206.5% | +162.9% |
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