+1,035.2%
HWM vs OKTA
+670.0%
+365.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +7.3% | +8.4% | -1.1% | +6.4% |
| 30D | +1.6% | -13.7% | +15.3% | +2.9% |
| 3M | -21.9% | +18.0% | -39.9% | -24.2% |
| 6M | -19.0% | +133.8% | -152.9% | -28.4% |
| YTD | +7.9% | +111.5% | -103.5% | -4.2% |
| 1Y | +9.9% | +118.3% | -108.4% | -2.9% |
| 3Y | +342.1% | +168.0% | +174.1% | +274.1% |
| 5Y | +600.8% | -30.1% | +630.8% | +563.5% |
| All | +1,035.2% | +670.0% | +365.2% | +522.2% |
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 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