+645.2%
HWM vs OKTA
-34.4%
+679.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.1% |
| 7D | -8.0% | +5.9% | -13.9% | -8.6% |
| 30D | -18.0% | +14.6% | -32.6% | -19.7% |
| 3M | -9.5% | +44.0% | -53.5% | -13.9% |
| 6M | -8.4% | +116.7% | -125.1% | -18.3% |
| YTD | +13.6% | +99.8% | -86.1% | +1.9% |
| 1Y | +30.2% | +84.1% | -53.8% | +18.1% |
| 3Y | +392.2% | +97.7% | +294.5% | +333.3% |
| 5Y | +645.2% | -35.2% | +680.4% | +616.3% |
| All | +645.2% | -34.4% | +679.6% | +616.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling