+81.1%
OKTA vs ALHC
-19.9%
+101.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.8% |
| 7D | -2.4% | -6.9% | +4.5% | -2.8% |
| 30D | +13.0% | -6.7% | +19.8% | +12.6% |
| 3M | +41.7% | -37.7% | +79.4% | +40.1% |
| 6M | +105.9% | -30.0% | +135.9% | +109.2% |
| YTD | +92.6% | -36.2% | +128.7% | +96.4% |
| 1Y | +81.1% | -22.9% | +103.9% | +86.1% |
| All | +81.1% | -19.9% | +101.0% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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