-18.1%
HAL vs OKTA
+670.0%
-688.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +6.1% | +8.4% | -2.3% | +5.3% |
| 30D | +2.9% | -13.7% | +16.6% | +4.1% |
| 3M | +3.3% | +18.0% | -14.7% | +1.1% |
| 6M | -16.9% | +133.8% | -150.8% | -24.3% |
| YTD | +21.2% | +111.5% | -90.3% | +10.8% |
| 1Y | +27.5% | +118.3% | -90.8% | +16.2% |
| 3Y | -6.4% | +168.0% | -174.5% | -17.6% |
| 5Y | +58.0% | -30.1% | +88.1% | +50.4% |
| All | -18.1% | +670.0% | -688.0% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling