+2,940.8%
HPQ vs OKE
+15,943.7%
-13,002.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +3.5% | 0.0% | +3.5% | +3.4% |
| 30D | +13.7% | +4.6% | +9.1% | +11.8% |
| 3M | +33.9% | +6.9% | +26.9% | +30.3% |
| 6M | +80.9% | +15.8% | +65.2% | +70.4% |
| YTD | +52.6% | +35.2% | +17.4% | +35.7% |
| 1Y | +21.2% | +37.6% | -16.3% | +7.2% |
| 3Y | +26.9% | +72.0% | -45.2% | +2.6% |
| 5Y | +41.1% | +139.0% | -97.8% | +1.3% |
| 10Y | +229.6% | +258.7% | -29.2% | +84.5% |
| All | +2,940.8% | +15,943.7% | -13,002.9% | +467.8% |
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