+1,868.5%
OKE vs HBM
+593.2%
+1,275.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.5% | +7.4% | +1.7% |
| 7D | 0.0% | -3.7% | +3.7% | +0.8% |
| 30D | +4.6% | -3.7% | +8.3% | +5.0% |
| 3M | +6.9% | +8.0% | -1.1% | +3.1% |
| 6M | +15.8% | +15.8% | 0.0% | +6.9% |
| YTD | +35.2% | +34.4% | +0.8% | +18.5% |
| 1Y | +37.6% | +98.2% | -60.6% | +7.9% |
| 3Y | +72.0% | +476.6% | -404.5% | -3.5% |
| 5Y | +139.0% | +331.1% | -192.1% | +35.9% |
| 10Y | +258.7% | +591.6% | -332.9% | +48.6% |
| All | +1,868.5% | +593.2% | +1,275.3% | +591.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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