+420.1%
HUT vs OKTA
+323.1%
+97.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.1% |
| 7D | +17.8% | +2.6% | +15.2% | +16.5% |
| 30D | +0.8% | +16.0% | -15.2% | -7.8% |
| 3M | -26.8% | +38.2% | -64.9% | -38.8% |
| 6M | +72.6% | +137.8% | -65.2% | +5.4% |
| YTD | +103.6% | +97.3% | +6.3% | +35.3% |
| 1Y | +265.3% | +90.1% | +175.2% | +148.3% |
| 3Y | +689.4% | +98.0% | +591.4% | +407.6% |
| 5Y | +75.3% | -36.9% | +112.3% | +65.9% |
| All | +420.1% | +323.1% | +97.0% | +321.3% |
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 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