+575.2%
HLT vs OKE
+266.1%
+309.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.3% |
| 7D | -1.6% | +1.2% | -2.9% | -2.0% |
| 30D | -5.0% | +4.5% | -9.5% | -6.4% |
| 3M | -10.4% | +9.6% | -20.0% | -13.4% |
| 6M | +3.2% | +15.4% | -12.1% | -2.6% |
| YTD | +6.7% | +36.5% | -29.7% | -5.3% |
| 1Y | +10.3% | +39.0% | -28.7% | -3.0% |
| 3Y | +99.3% | +74.3% | +25.0% | +59.9% |
| 5Y | +143.7% | +141.2% | +2.5% | +73.5% |
| All | +575.2% | +266.1% | +309.2% | +295.8% |
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