+269.8%
WMB vs HUT
+194.0%
+75.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.6% | -14.8% | -1.0% |
| 7D | -13.8% | -11.4% | -2.4% | -13.4% |
| 30D | -10.3% | -41.0% | +30.7% | -8.3% |
| 3M | -10.1% | -41.9% | +31.9% | -8.2% |
| 6M | -11.8% | -51.7% | +39.8% | -9.7% |
| YTD | +8.9% | +14.6% | -5.7% | +5.5% |
| 1Y | +14.0% | +21.4% | -7.4% | +9.5% |
| 3Y | +100.5% | +359.8% | -259.3% | +71.1% |
| 5Y | +179.5% | -27.5% | +207.0% | +147.3% |
| All | +269.8% | +194.0% | +75.8% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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