-6.4%
HAL vs OKTA
+171.9%
-178.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +6.1% | +8.4% | -2.3% | +5.4% |
| 30D | +2.9% | -13.7% | +16.6% | +3.9% |
| 3M | +3.3% | +18.0% | -14.7% | +1.5% |
| 6M | -16.9% | +133.8% | -150.8% | -23.6% |
| YTD | +21.2% | +111.5% | -90.3% | +12.0% |
| 1Y | +27.5% | +118.3% | -90.8% | +17.3% |
| 3Y | -6.4% | +168.0% | -174.5% | -18.4% |
| All | -6.4% | +171.9% | -178.4% | -18.4% |
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