+44.6%
OKE vs HIG
+12.7%
+31.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -4.0% |
| 7D | -5.2% | +6.2% | -11.4% | -6.2% |
| 30D | +1.1% | +9.4% | -8.3% | -0.4% |
| 3M | +2.2% | -2.3% | +4.6% | +1.9% |
| 6M | 0.0% | +4.2% | -4.1% | -1.1% |
| YTD | +26.5% | +1.6% | +25.0% | +25.0% |
| 1Y | +44.6% | +9.9% | +34.7% | +44.3% |
| All | +44.6% | +12.7% | +31.9% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling