+278.1%
HUBS vs OKTA
+601.1%
-323.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +2.3% |
| 7D | -9.0% | -2.4% | -6.6% | -7.9% |
| 30D | +7.2% | +13.0% | -5.8% | -1.7% |
| 3M | +20.9% | +41.7% | -20.8% | -3.3% |
| 6M | -13.0% | +105.9% | -119.0% | -44.5% |
| YTD | -43.8% | +92.6% | -136.4% | -62.9% |
| 1Y | -54.6% | +81.1% | -135.7% | -69.0% |
| 3Y | -58.5% | +84.8% | -143.3% | -74.6% |
| 5Y | -66.4% | -34.4% | -32.0% | -65.5% |
| All | +278.1% | +601.1% | -323.0% | +11.9% |
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