+278.8%
WMB vs HST
+74.0%
+204.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | +0.6% | -1.0% | +1.6% | +0.8% |
| 30D | +3.3% | -12.3% | +15.5% | +6.5% |
| 3M | +3.1% | -6.4% | +9.5% | +4.5% |
| 6M | -0.7% | +15.0% | -15.7% | -5.0% |
| YTD | +25.2% | +30.5% | -5.3% | +15.4% |
| 1Y | +32.9% | +35.7% | -2.8% | +20.9% |
| 3Y | +140.6% | +68.4% | +72.2% | +101.1% |
| All | +278.8% | +74.0% | +204.8% | +210.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling