+9.0%
HCA vs OKTA
+114.8%
-105.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.7% | +9.6% | +10.4% |
| 7D | +10.2% | -14.2% | +24.4% | +9.3% |
| 30D | +17.4% | -12.5% | +29.9% | +16.7% |
| 3M | +27.7% | +29.2% | -1.6% | +30.4% |
| 6M | +20.0% | +147.3% | -127.3% | +27.3% |
| YTD | +10.0% | +120.9% | -111.0% | +17.7% |
| 1Y | +9.0% | +119.7% | -110.7% | +17.0% |
| All | +9.0% | +114.8% | -105.7% | +17.0% |
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