+60.4%
HCA vs OKTA
+90.2%
-29.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.4% |
| 7D | +5.4% | -2.4% | +7.8% | +5.4% |
| 30D | +3.0% | +13.0% | -10.1% | +3.1% |
| 3M | +13.0% | +41.7% | -28.7% | +12.7% |
| 6M | -20.3% | +105.9% | -126.2% | -21.4% |
| YTD | -8.2% | +92.6% | -100.8% | -9.3% |
| 1Y | +6.7% | +81.1% | -74.4% | +5.7% |
| 3Y | +60.4% | +84.8% | -24.5% | +59.3% |
| All | +60.4% | +90.2% | -29.9% | +59.3% |
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 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