+796.4%
HUT vs OKTA
+97.4%
+699.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.1% | -6.7% | -4.6% |
| 7D | +18.9% | +5.9% | +13.0% | +16.6% |
| 30D | +12.0% | +14.6% | -2.6% | +5.2% |
| 3M | -14.9% | +44.0% | -58.8% | -27.8% |
| 6M | +96.8% | +116.7% | -19.9% | +33.3% |
| YTD | +108.8% | +99.8% | +9.0% | +45.8% |
| 1Y | +227.4% | +84.1% | +143.3% | +140.2% |
| All | +796.4% | +97.4% | +699.1% | +514.3% |
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