+255.2%
OKE vs HAS
+59.3%
+195.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.6% |
| 7D | 0.0% | -3.1% | +3.0% | +1.0% |
| 30D | +4.6% | -6.4% | +11.0% | +6.9% |
| 3M | +6.9% | +10.4% | -3.4% | +2.6% |
| 6M | +15.8% | -3.7% | +19.4% | +15.6% |
| YTD | +35.2% | +12.5% | +22.7% | +26.7% |
| 1Y | +37.6% | +19.8% | +17.7% | +25.6% |
| 3Y | +72.0% | +46.0% | +26.1% | +40.3% |
| 5Y | +139.0% | +12.5% | +126.5% | +112.8% |
| All | +255.2% | +59.3% | +195.8% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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