+111.3%
HON vs OKTA
+627.3%
-516.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -1.8% |
| 7D | -0.6% | +5.9% | -6.4% | -1.0% |
| 30D | -15.4% | +14.6% | -30.0% | -16.6% |
| 3M | -9.1% | +44.0% | -53.1% | -12.4% |
| 6M | -17.1% | +116.7% | -133.8% | -23.4% |
| YTD | +1.5% | +99.8% | -98.3% | -5.8% |
| 1Y | -1.3% | +84.1% | -85.4% | -7.8% |
| 3Y | +19.5% | +97.7% | -78.1% | +9.1% |
| 5Y | +3.1% | -35.2% | +38.2% | +0.6% |
| All | +111.3% | +627.3% | -516.0% | +53.1% |
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