+129.2%
HPE vs OKE
+35.9%
+93.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.1% | -4.5% |
| 7D | -0.6% | +0.7% | -1.3% | -0.6% |
| 30D | -2.3% | +9.4% | -11.7% | -2.6% |
| 3M | -2.9% | +8.6% | -11.4% | -3.4% |
| 6M | +143.6% | +15.3% | +128.3% | +135.5% |
| YTD | +118.5% | +34.8% | +83.7% | +98.6% |
| 1Y | +129.2% | +35.3% | +93.9% | +105.3% |
| All | +129.2% | +35.9% | +93.3% | +105.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling