+1,754.0%
HCA vs OKE
+686.2%
+1,067.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.0% |
| 7D | +5.4% | +1.2% | +4.2% | +4.9% |
| 30D | +3.0% | +4.5% | -1.5% | +1.3% |
| 3M | +13.0% | +9.6% | +3.4% | +9.0% |
| 6M | -20.3% | +15.4% | -35.6% | -24.9% |
| YTD | -8.2% | +36.5% | -44.7% | -18.9% |
| 1Y | +6.7% | +39.0% | -32.3% | -6.5% |
| 3Y | +60.4% | +74.3% | -13.9% | +25.7% |
| 5Y | +73.4% | +141.2% | -67.8% | +19.0% |
| 10Y | +506.9% | +262.1% | +244.8% | +213.4% |
| All | +1,754.0% | +686.2% | +1,067.7% | +526.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling