+6.2%
HD vs OKTA
-34.4%
+40.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.3% |
| 7D | -1.8% | +5.9% | -7.7% | -2.3% |
| 30D | -10.8% | +14.6% | -25.4% | -12.3% |
| 3M | -2.7% | +44.0% | -46.7% | -6.7% |
| 6M | -10.3% | +116.7% | -127.0% | -18.6% |
| YTD | -7.8% | +99.8% | -107.6% | -15.8% |
| 1Y | -23.1% | +84.1% | -107.2% | -29.2% |
| 3Y | +2.0% | +97.7% | -95.7% | -9.1% |
| 5Y | +6.2% | -35.2% | +41.4% | +2.1% |
| All | +6.2% | -34.4% | +40.6% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling