+0.5%
HD vs OKE
+70.8%
-70.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -13.1% | +4.6% | -17.7% | -13.6% |
| 3M | -3.4% | +6.9% | -10.4% | -4.3% |
| 6M | -12.6% | +15.8% | -28.3% | -15.0% |
| YTD | -9.2% | +35.2% | -44.4% | -15.4% |
| 1Y | -23.9% | +37.6% | -61.5% | -29.4% |
| All | +0.5% | +70.8% | -70.2% | -17.9% |
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