+634.9%
HLT vs OKE
+301.9%
+333.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 3M | -10.4% | +9.6% | -20.0% | -13.1% |
| 6M | +3.2% | +15.4% | -12.1% | -2.0% |
| YTD | +6.7% | +36.5% | -29.7% | -4.1% |
| 1Y | +10.3% | +39.0% | -28.7% | -1.7% |
| 3Y | +99.3% | +74.3% | +25.0% | +63.9% |
| 5Y | +143.7% | +141.2% | +2.5% | +80.4% |
| 10Y | +584.7% | +262.1% | +322.6% | +314.0% |
| All | +634.9% | +301.9% | +333.0% | +352.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling