+461.1%
HLT vs OKTA
+601.1%
-140.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.3% |
| 7D | -1.6% | -2.4% | +0.8% | -1.3% |
| 30D | -5.0% | +13.0% | -18.1% | -7.2% |
| 3M | -10.4% | +41.7% | -52.1% | -15.5% |
| 6M | +3.2% | +105.9% | -102.7% | -9.4% |
| YTD | +6.7% | +92.6% | -85.8% | -5.8% |
| 1Y | +10.3% | +81.1% | -70.8% | -2.0% |
| 3Y | +99.3% | +84.8% | +14.5% | +71.9% |
| 5Y | +143.7% | -34.4% | +178.1% | +131.7% |
| All | +461.1% | +601.1% | -140.0% | +239.3% |
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