+108.7%
HON vs OKTA
+601.1%
-492.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.3% |
| 7D | -3.5% | -2.4% | -1.1% | -3.3% |
| 30D | -13.8% | +13.0% | -26.8% | -14.9% |
| 3M | -11.7% | +41.7% | -53.4% | -14.8% |
| 6M | -18.7% | +105.9% | -124.7% | -24.6% |
| YTD | +0.2% | +92.6% | -92.3% | -6.7% |
| 1Y | -3.1% | +81.1% | -84.1% | -9.4% |
| 3Y | +17.0% | +84.8% | -67.9% | +7.4% |
| 5Y | +2.0% | -34.4% | +36.5% | -0.6% |
| All | +108.7% | +601.1% | -492.4% | +51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling