+137.0%
OKE vs HUM
+6.5%
+130.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.3% | +0.8% |
| 7D | +1.2% | +2.1% | -0.8% | +1.1% |
| 30D | +4.5% | +5.4% | -0.9% | +4.1% |
| 3M | +9.6% | +11.4% | -1.8% | +8.7% |
| 6M | +15.4% | +141.5% | -126.1% | +8.5% |
| YTD | +36.5% | +61.2% | -24.7% | +31.4% |
| 1Y | +39.0% | +49.2% | -10.2% | +34.3% |
| 3Y | +74.3% | -9.0% | +83.3% | +77.1% |
| All | +137.0% | +6.5% | +130.5% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 5y: compounded portfolio wealth divided by compounded HUM 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…
5y analysis · Full analysis span regression · 6 months rolling