+16,116.0%
OKE vs HST
+1,331.9%
+14,784.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +1.9% | +2.0% | -0.1% | +1.3% |
| 30D | +12.8% | -5.2% | +18.1% | +14.4% |
| 3M | +11.9% | -6.2% | +18.2% | +13.6% |
| 6M | +14.9% | +20.4% | -5.6% | +8.0% |
| YTD | +37.7% | +30.6% | +7.1% | +26.4% |
| 1Y | +44.1% | +37.4% | +6.7% | +30.1% |
| 3Y | +75.3% | +66.1% | +9.1% | +48.5% |
| 5Y | +144.0% | +73.7% | +70.3% | +101.6% |
| 10Y | +249.7% | +99.8% | +149.9% | +179.9% |
| All | +16,116.0% | +1,331.9% | +14,784.1% | +7,501.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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