+206.4%
HD vs OKE
+266.1%
-59.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | -3.8% | +1.2% | -5.1% | -4.1% |
| 30D | -9.4% | +4.5% | -13.9% | -10.4% |
| 3M | -4.6% | +9.6% | -14.2% | -7.0% |
| 6M | -10.1% | +15.4% | -25.5% | -13.9% |
| YTD | -8.3% | +36.5% | -44.8% | -16.1% |
| 1Y | -25.0% | +39.0% | -64.0% | -31.8% |
| 3Y | +1.5% | +74.3% | -72.7% | -13.9% |
| 5Y | +5.6% | +141.2% | -135.6% | -18.2% |
| All | +206.4% | +266.1% | -59.7% | +108.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling