+467.2%
HUT vs OKTA
+171.9%
+295.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -7.2% |
| 7D | +9.3% | +8.4% | +0.9% | +6.3% |
| 30D | -23.1% | -13.7% | -9.4% | -18.8% |
| 3M | -30.6% | +18.0% | -48.6% | -35.5% |
| 6M | -46.9% | +133.8% | -180.7% | -65.3% |
| YTD | +25.3% | +111.5% | -86.2% | -16.6% |
| 1Y | +59.8% | +118.3% | -58.5% | +4.2% |
| 3Y | +467.2% | +168.0% | +299.2% | +186.4% |
| All | +467.2% | +171.9% | +295.3% | +186.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling