+448.2%
HUT vs OKTA
+312.9%
+135.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.7% | +11.5% | +10.0% |
| 7D | +5.4% | -2.4% | +7.8% | +6.3% |
| 30D | +8.6% | +13.0% | -4.4% | +0.3% |
| 3M | -15.2% | +41.7% | -56.9% | -30.2% |
| 6M | +92.9% | +105.9% | -13.1% | +26.9% |
| YTD | +114.6% | +92.6% | +22.1% | +43.8% |
| 1Y | +208.5% | +81.1% | +127.5% | +114.1% |
| 3Y | +821.5% | +84.8% | +736.7% | +510.5% |
| 5Y | +101.8% | -34.4% | +136.3% | +88.8% |
| All | +448.2% | +312.9% | +135.3% | +347.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling