-13.0%
HUBS vs OKTA
+108.2%
-121.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +2.1% |
| 7D | -9.0% | -2.4% | -6.6% | -8.0% |
| 30D | +7.2% | +13.0% | -5.8% | 0.0% |
| 3M | +20.9% | +41.7% | -20.8% | -2.2% |
| 6M | -13.0% | +105.9% | -119.0% | -45.0% |
| All | -13.0% | +108.2% | -121.3% | -45.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling