-10.1%
HAL vs OKTA
+618.3%
-628.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +2.9% | +2.6% | +0.3% | +2.7% |
| 30D | +17.0% | +16.0% | +1.0% | +15.0% |
| 3M | -9.7% | +38.2% | -47.8% | -12.7% |
| 6M | +8.6% | +137.8% | -129.2% | -1.4% |
| YTD | +33.0% | +97.3% | -64.3% | +22.8% |
| 1Y | +68.3% | +90.1% | -21.8% | +55.7% |
| 3Y | +0.1% | +98.0% | -97.9% | -9.2% |
| 5Y | +102.6% | -36.9% | +139.5% | +95.2% |
| All | -10.1% | +618.3% | -628.4% | -32.7% |
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