+4,666.7%
WMB vs HST
+1,511.7%
+3,155.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -13.8% | -2.7% | -11.1% | -13.1% |
| 30D | -10.3% | +10.7% | -21.0% | -13.4% |
| 3M | -10.1% | +6.3% | -16.3% | -12.1% |
| 6M | -11.8% | +19.0% | -30.8% | -17.4% |
| YTD | +8.9% | +47.0% | -38.1% | -5.2% |
| 1Y | +14.0% | +53.4% | -39.5% | -2.4% |
| 3Y | +100.5% | +78.0% | +22.5% | +60.3% |
| 5Y | +179.5% | +71.7% | +107.8% | +119.5% |
| 10Y | +272.7% | +146.2% | +126.6% | +146.8% |
| All | +4,666.7% | +1,511.7% | +3,155.0% | +1,971.9% |
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 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