-14.1%
OKTA vs ALHC
-60.6%
+46.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +0.5% |
| 7D | +6.6% | -0.8% | +7.4% | +6.7% |
| 30D | -19.4% | -9.6% | -9.8% | -18.4% |
| 3M | +23.9% | -44.5% | +68.5% | +32.7% |
| 6M | +130.9% | -59.2% | +190.1% | +154.2% |
| YTD | +111.1% | -62.0% | +173.1% | +132.6% |
| 1Y | +115.5% | -54.8% | +170.4% | +129.7% |
| 3Y | +169.4% | +25.0% | +144.4% | +112.5% |
| 5Y | -30.2% | -65.3% | +35.1% | -32.5% |
| All | -14.1% | -60.6% | +46.6% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling