+151.7%
HYG vs OKE
+1,202.5%
-1,050.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.2% |
| 7D | -0.7% | +1.2% | -2.0% | -0.9% |
| 30D | -0.7% | +4.5% | -5.2% | -1.3% |
| 3M | -0.2% | +9.6% | -9.8% | -1.6% |
| 6M | +1.4% | +15.4% | -13.9% | -0.8% |
| YTD | +1.5% | +36.5% | -35.0% | -3.2% |
| 1Y | +2.9% | +39.0% | -36.1% | -2.2% |
| 3Y | +25.6% | +74.3% | -48.7% | +14.6% |
| 5Y | +18.6% | +141.2% | -122.6% | +2.3% |
| 10Y | +55.7% | +262.1% | -206.4% | +17.7% |
| All | +151.7% | +1,202.5% | -1,050.8% | +19.1% |
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