+396.0%
HPE vs OKTA
-34.5%
+430.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -2.7% | +15.1% | +13.0% |
| 7D | +19.4% | -2.4% | +21.8% | +19.9% |
| 30D | +5.6% | +13.0% | -7.4% | +2.3% |
| 3M | +33.1% | +41.7% | -8.6% | +22.9% |
| 6M | +192.5% | +105.9% | +86.5% | +149.9% |
| YTD | +160.9% | +92.6% | +68.4% | +124.8% |
| 1Y | +155.0% | +81.1% | +73.9% | +121.9% |
| 3Y | +289.4% | +84.8% | +204.6% | +232.1% |
| All | +396.0% | -34.5% | +430.5% | +326.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling