+164.8%
HD vs OKTA
+601.1%
-436.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.3% |
| 7D | -3.8% | -2.4% | -1.4% | -3.6% |
| 30D | -9.4% | +13.0% | -22.5% | -11.4% |
| 3M | -4.6% | +41.7% | -46.3% | -9.6% |
| 6M | -10.1% | +105.9% | -116.0% | -20.2% |
| YTD | -8.3% | +92.6% | -100.9% | -18.2% |
| 1Y | -25.0% | +81.1% | -106.1% | -32.6% |
| 3Y | +1.5% | +84.8% | -83.3% | -11.8% |
| 5Y | +5.6% | -34.4% | +40.0% | +2.1% |
| All | +164.8% | +601.1% | -436.3% | +73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling