+7,534.7%
OKE vs HIG
+989.6%
+6,545.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | 0.0% | -2.3% | +2.3% | +0.5% |
| 30D | +4.6% | -1.2% | +5.8% | +4.8% |
| 3M | +6.9% | +6.3% | +0.6% | +5.4% |
| 6M | +15.8% | +0.6% | +15.2% | +15.3% |
| YTD | +35.2% | +0.6% | +34.6% | +34.6% |
| 1Y | +37.6% | +6.1% | +31.5% | +35.3% |
| 3Y | +72.0% | +102.0% | -29.9% | +46.9% |
| 5Y | +139.0% | +119.2% | +19.7% | +100.6% |
| 10Y | +258.7% | +312.5% | -53.7% | +171.8% |
| All | +7,534.7% | +989.6% | +6,545.2% | +3,713.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling