+286.9%
HL vs OKTA
+620.5%
-333.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -3.8% |
| 7D | -5.6% | +0.4% | -6.0% | -5.7% |
| 30D | +12.7% | +13.8% | -1.1% | +9.1% |
| 3M | +42.5% | +48.9% | -6.4% | +30.7% |
| 6M | -9.0% | +114.9% | -123.9% | -23.7% |
| YTD | +4.4% | +97.9% | -93.5% | -11.4% |
| 1Y | +82.7% | +89.7% | -7.0% | +56.2% |
| 3Y | +406.3% | +95.8% | +310.5% | +317.3% |
| 5Y | +238.2% | -32.6% | +270.8% | +216.0% |
| All | +286.9% | +620.5% | -333.5% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling