+258.5%
OKE vs THC
+1,022.1%
-763.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +1.2% | -0.5% | +1.8% | +1.3% |
| 30D | +4.5% | -1.2% | +5.6% | +4.7% |
| 3M | +9.6% | +52.3% | -42.7% | -4.1% |
| 6M | +15.4% | +12.4% | +3.0% | +9.3% |
| YTD | +36.5% | +32.7% | +3.8% | +22.0% |
| 1Y | +39.0% | +36.4% | +2.6% | +22.3% |
| 3Y | +74.3% | +259.3% | -185.0% | +7.6% |
| 5Y | +141.2% | +262.7% | -121.5% | +37.9% |
| All | +258.5% | +1,022.1% | -763.6% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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