-0.9%
HCA vs OKTA
+90.9%
-91.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -3.1% | +2.6% | -5.7% | -2.9% |
| 30D | -1.1% | +16.0% | -17.2% | +0.1% |
| 3M | +12.2% | +38.2% | -26.0% | +14.9% |
| 6M | -25.3% | +137.8% | -163.2% | -20.8% |
| YTD | -12.9% | +97.3% | -110.2% | -7.8% |
| 1Y | -0.9% | +90.1% | -91.0% | +4.4% |
| All | -0.9% | +90.9% | -91.8% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling