-3.8%
HAL vs OKTA
+97.4%
-101.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.7% |
| 7D | -1.3% | +5.9% | -7.2% | -1.8% |
| 30D | +10.9% | +14.6% | -3.7% | +9.3% |
| 3M | -5.8% | +44.0% | -49.8% | -9.0% |
| 6M | +8.1% | +116.7% | -108.6% | -0.5% |
| YTD | +33.2% | +99.8% | -66.6% | +23.4% |
| 1Y | +74.2% | +84.1% | -9.9% | +62.7% |
| All | -3.8% | +97.4% | -101.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 3y: compounded portfolio wealth divided by compounded OKTA 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…
3y analysis · Full analysis span regression · 6 months rolling