+40.0%
HLT vs OKTA
+96.1%
-56.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.4% | +8.6% | -2.1% |
| 7D | +3.6% | -22.9% | +26.4% | +2.9% |
| 30D | +14.6% | -21.7% | +36.3% | +13.9% |
| 3M | +13.9% | +16.4% | -2.5% | +14.8% |
| 6M | +18.3% | +120.1% | -101.9% | +20.8% |
| YTD | +28.9% | +97.9% | -69.1% | +32.0% |
| 1Y | +40.0% | +96.4% | -56.4% | +42.7% |
| All | +40.0% | +96.1% | -56.1% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling