+289.4%
HPE vs OKTA
+90.2%
+199.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -2.7% | +15.1% | +13.1% |
| 7D | +19.4% | -2.4% | +21.8% | +20.1% |
| 30D | +5.6% | +13.0% | -7.4% | +1.1% |
| 3M | +33.1% | +41.7% | -8.6% | +18.7% |
| 6M | +192.5% | +105.9% | +86.5% | +131.8% |
| YTD | +160.9% | +92.6% | +68.4% | +109.4% |
| 1Y | +155.0% | +81.1% | +73.9% | +107.8% |
| 3Y | +289.4% | +84.8% | +204.6% | +218.7% |
| All | +289.4% | +90.2% | +199.2% | +218.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling