+289.4%
HPE vs OKE
+72.4%
+217.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.9% | +11.5% | +12.0% |
| 7D | +19.4% | +1.2% | +18.2% | +18.8% |
| 30D | +5.6% | +4.5% | +1.1% | +3.7% |
| 3M | +33.1% | +9.6% | +23.4% | +27.1% |
| 6M | +192.5% | +15.4% | +177.1% | +168.9% |
| YTD | +160.9% | +36.5% | +124.5% | +117.0% |
| 1Y | +155.0% | +39.0% | +116.0% | +109.2% |
| 3Y | +289.4% | +74.3% | +215.1% | +196.9% |
| All | +289.4% | +72.4% | +217.0% | +196.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling