+1,573.3%
HWM vs OKE
+259.6%
+1,313.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +2.2% | -12.9% | -11.7% |
| 7D | -9.2% | +1.9% | -11.1% | -10.0% |
| 30D | -17.9% | +12.8% | -30.7% | -22.3% |
| 3M | -6.0% | +11.9% | -18.0% | -11.4% |
| 6M | -7.4% | +14.9% | -22.2% | -14.7% |
| YTD | +13.1% | +37.7% | -24.6% | -4.9% |
| 1Y | +29.3% | +44.1% | -14.8% | +6.1% |
| 3Y | +389.9% | +75.3% | +314.7% | +262.4% |
| 5Y | +655.5% | +144.0% | +511.5% | +373.0% |
| All | +1,573.3% | +259.6% | +1,313.7% | +753.8% |
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