+392.8%
HL vs OKTA
+90.2%
+302.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.7% |
| 7D | -4.4% | -2.4% | -1.9% | -4.0% |
| 30D | +9.3% | +13.0% | -3.7% | +6.4% |
| 3M | +32.0% | +41.7% | -9.7% | +23.0% |
| 6M | -6.4% | +105.9% | -112.4% | -19.8% |
| YTD | +3.1% | +92.6% | -89.4% | -10.5% |
| 1Y | +77.6% | +81.1% | -3.5% | +56.2% |
| 3Y | +392.8% | +84.8% | +308.0% | +322.7% |
| All | +392.8% | +90.2% | +302.6% | +322.7% |
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