+265.3%
HUT vs OKTA
+90.9%
+174.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.2% |
| 7D | +17.8% | +2.6% | +15.2% | +17.4% |
| 30D | +0.8% | +16.0% | -15.2% | -1.0% |
| 3M | -26.8% | +38.2% | -64.9% | -30.5% |
| 6M | +72.6% | +137.8% | -65.2% | +41.6% |
| YTD | +103.6% | +97.3% | +6.3% | +86.5% |
| 1Y | +265.3% | +90.1% | +175.2% | +259.2% |
| All | +265.3% | +90.9% | +174.4% | +259.2% |
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