+116.4%
HPE vs OKTA
+114.8%
+1.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.7% | -6.4% | -5.9% |
| 7D | -17.0% | -14.2% | -2.8% | -13.6% |
| 30D | -26.7% | -12.5% | -14.2% | -24.0% |
| 3M | -4.1% | +29.2% | -33.4% | -10.1% |
| 6M | +75.4% | +147.3% | -71.9% | +31.7% |
| YTD | +111.0% | +120.9% | -9.9% | +61.8% |
| 1Y | +116.4% | +119.7% | -3.2% | +65.4% |
| All | +116.4% | +114.8% | +1.7% | +65.4% |
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