+622.3%
HWM vs OKE
+138.0%
+484.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -11.4% | +1.2% | -12.7% | -12.0% |
| 30D | -18.5% | +4.5% | -23.0% | -20.0% |
| 3M | -13.2% | +9.6% | -22.8% | -16.9% |
| 6M | -8.7% | +15.4% | -24.0% | -16.0% |
| YTD | +12.2% | +36.5% | -24.3% | -5.9% |
| 1Y | +24.9% | +39.0% | -14.1% | +3.4% |
| 3Y | +383.9% | +74.3% | +309.6% | +250.0% |
| All | +622.3% | +138.0% | +484.3% | +325.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling