+258.5%
OKE vs HIG
+313.7%
-55.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.2% |
| 7D | +1.2% | -1.5% | +2.7% | +2.3% |
| 30D | +4.5% | -0.4% | +4.8% | +4.6% |
| 3M | +9.6% | +6.7% | +2.9% | +3.8% |
| 6M | +15.4% | +2.0% | +13.4% | +12.3% |
| YTD | +36.5% | +0.3% | +36.2% | +34.0% |
| 1Y | +39.0% | +4.2% | +34.8% | +31.9% |
| 3Y | +74.3% | +102.2% | -27.9% | -4.5% |
| 5Y | +141.2% | +118.5% | +22.7% | +20.8% |
| All | +258.5% | +313.7% | -55.2% | +8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling