+60.4%
HCA vs OKE
+72.4%
-12.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.3% |
| 7D | +5.4% | +1.2% | +4.2% | +5.3% |
| 30D | +3.0% | +4.5% | -1.5% | +2.5% |
| 3M | +13.0% | +9.6% | +3.4% | +11.9% |
| 6M | -20.3% | +15.4% | -35.6% | -21.8% |
| YTD | -8.2% | +36.5% | -44.7% | -12.4% |
| 1Y | +6.7% | +39.0% | -32.3% | +1.4% |
| 3Y | +60.4% | +74.3% | -13.9% | +31.7% |
| All | +60.4% | +72.4% | -12.0% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 3y: compounded portfolio wealth divided by compounded OKE 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…
3y analysis · Full analysis span regression · 6 months rolling