+258.5%
OKE vs HSY
+128.6%
+129.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +4.5% | -5.2% | +9.7% | +6.7% |
| 3M | +9.6% | -3.4% | +13.0% | +10.6% |
| 6M | +15.4% | -19.2% | +34.6% | +25.1% |
| YTD | +36.5% | -2.6% | +39.1% | +35.2% |
| 1Y | +39.0% | -3.8% | +42.7% | +37.7% |
| 3Y | +74.3% | -10.6% | +84.9% | +74.0% |
| 5Y | +141.2% | +12.3% | +128.9% | +99.9% |
| All | +258.5% | +128.6% | +129.9% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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