+256.9%
HL vs OKE
+266.1%
-9.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | -4.4% | +1.2% | -5.6% | -4.8% |
| 30D | +9.3% | +4.5% | +4.8% | +7.3% |
| 3M | +32.0% | +9.6% | +22.4% | +26.2% |
| 6M | -6.4% | +15.4% | -21.8% | -13.4% |
| YTD | +3.1% | +36.5% | -33.3% | -11.1% |
| 1Y | +77.6% | +39.0% | +38.6% | +51.4% |
| 3Y | +392.8% | +74.3% | +318.5% | +275.0% |
| 5Y | +234.1% | +141.2% | +92.9% | +125.1% |
| All | +256.9% | +266.1% | -9.2% | +64.4% |
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