+1.5%
HON vs OKE
+138.0%
-136.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.2% |
| 7D | -3.5% | +1.2% | -4.7% | -3.8% |
| 30D | -13.8% | +4.5% | -18.2% | -14.8% |
| 3M | -11.7% | +9.6% | -21.3% | -14.1% |
| 6M | -18.7% | +15.4% | -34.1% | -22.7% |
| YTD | +0.2% | +36.5% | -36.2% | -10.0% |
| 1Y | -3.1% | +39.0% | -42.0% | -13.7% |
| 3Y | +17.0% | +74.3% | -57.3% | -5.9% |
| All | +1.5% | +138.0% | -136.6% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling