+30.7%
HD vs OKE
+62.2%
-31.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | +1.5% | +5.4% | -3.8% | +1.1% |
| 30D | +18.0% | -1.3% | +19.3% | +18.0% |
| 3M | +2.8% | -2.0% | +4.8% | +2.8% |
| 6M | +17.0% | +3.4% | +13.5% | +16.0% |
| YTD | +3.5% | +28.2% | -24.6% | -2.9% |
| 1Y | -2.6% | +35.7% | -38.2% | -9.9% |
| 3Y | +30.7% | +61.0% | -30.3% | +7.1% |
| All | +30.7% | +62.2% | -31.5% | +7.1% |
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 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