+4.4%
HWM vs OKE
+43.1%
-38.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -5.3% |
| 7D | +9.4% | -5.2% | +14.6% | +7.7% |
| 30D | -7.0% | +1.1% | -8.1% | -6.8% |
| 3M | -25.9% | +2.2% | -28.1% | -25.3% |
| 6M | -10.8% | 0.0% | -10.9% | -10.5% |
| YTD | +4.3% | +26.5% | -22.2% | +6.9% |
| 1Y | +4.4% | +44.6% | -40.2% | +4.8% |
| All | +4.4% | +43.1% | -38.8% | +4.8% |
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 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