+4,679.4%
WMB vs HST
+1,512.4%
+3,167.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.7% | +0.3% | -3.5% |
| 7D | -14.2% | -4.2% | -10.0% | -13.0% |
| 30D | -11.2% | +9.6% | -20.8% | -14.0% |
| 3M | -9.9% | -1.1% | -8.8% | -9.9% |
| 6M | -14.4% | +21.1% | -35.4% | -20.2% |
| YTD | +9.2% | +47.1% | -37.9% | -4.9% |
| 1Y | +15.1% | +64.0% | -49.0% | -3.7% |
| 3Y | +99.2% | +77.1% | +22.1% | +59.5% |
| 5Y | +180.2% | +71.8% | +108.5% | +120.0% |
| 10Y | +273.7% | +146.3% | +127.4% | +147.5% |
| All | +4,679.4% | +1,512.4% | +3,167.0% | +1,977.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling