+1,559.5%
HWM vs OKE
+256.3%
+1,303.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -11.4% | +1.2% | -12.7% | -12.0% |
| 30D | -18.5% | +4.5% | -23.0% | -20.2% |
| 3M | -13.2% | +9.6% | -22.8% | -17.2% |
| 6M | -8.7% | +15.4% | -24.0% | -16.1% |
| YTD | +12.2% | +36.5% | -24.3% | -5.3% |
| 1Y | +24.9% | +39.0% | -14.1% | +4.2% |
| 3Y | +383.9% | +74.3% | +309.6% | +258.7% |
| 5Y | +646.1% | +141.2% | +504.9% | +369.4% |
| All | +1,559.5% | +256.3% | +1,303.1% | +750.0% |
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