+648.6%
HUBS vs OKE
+220.7%
+427.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -9.0% | +1.2% | -10.2% | -9.3% |
| 30D | +7.2% | +4.5% | +2.8% | +5.7% |
| 3M | +20.9% | +9.6% | +11.3% | +17.1% |
| 6M | -13.0% | +15.4% | -28.4% | -17.5% |
| YTD | -43.8% | +36.5% | -80.3% | -49.8% |
| 1Y | -54.6% | +39.0% | -93.6% | -59.7% |
| 3Y | -58.5% | +74.3% | -132.8% | -65.9% |
| 5Y | -66.4% | +141.2% | -207.6% | -74.9% |
| 10Y | +319.2% | +262.1% | +57.1% | +154.9% |
| All | +648.6% | +220.7% | +427.9% | +351.4% |
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