+243.8%
HPQ vs OKE
+266.1%
-22.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.9% | +7.5% | +8.0% |
| 7D | +9.8% | +1.2% | +8.5% | +9.2% |
| 30D | +22.4% | +4.5% | +17.9% | +20.2% |
| 3M | +45.2% | +9.6% | +35.5% | +39.6% |
| 6M | +96.4% | +15.4% | +81.1% | +83.9% |
| YTD | +65.4% | +36.5% | +28.9% | +44.4% |
| 1Y | +31.6% | +39.0% | -7.4% | +14.0% |
| 3Y | +37.0% | +74.3% | -37.3% | +6.9% |
| 5Y | +53.0% | +141.2% | -88.2% | +4.4% |
| All | +243.8% | +266.1% | -22.2% | +88.1% |
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