+1,231.9%
HWM vs OKTA
+618.3%
+613.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.1% | +2.6% | -4.7% | -2.5% |
| 30D | -11.0% | +16.0% | -27.0% | -13.0% |
| 3M | +4.0% | +38.2% | -34.1% | -0.6% |
| 6M | -0.2% | +137.8% | -138.0% | -12.1% |
| YTD | +26.7% | +97.3% | -70.6% | +13.9% |
| 1Y | +44.7% | +90.1% | -45.4% | +30.7% |
| 3Y | +426.1% | +98.0% | +328.1% | +363.7% |
| 5Y | +738.5% | -36.9% | +775.4% | +707.0% |
| All | +1,231.9% | +618.3% | +613.6% | +640.2% |
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 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