+24.3%
HWM vs OKTA
+82.1%
-57.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -2.0% |
| 7D | -12.5% | +0.4% | -12.9% | -12.5% |
| 30D | -19.0% | +13.8% | -32.8% | -18.9% |
| 3M | -8.6% | +48.9% | -57.5% | -7.8% |
| 6M | -10.2% | +114.9% | -125.1% | -7.2% |
| YTD | +11.3% | +97.9% | -86.6% | +14.9% |
| 1Y | +24.3% | +89.7% | -65.4% | +30.2% |
| All | +24.3% | +82.1% | -57.8% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling