+90.0%
OKTA vs FHN
+130.7%
-40.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.2% |
| 7D | +0.4% | -0.8% | +1.2% | +0.7% |
| 30D | +13.8% | -2.6% | +16.5% | +14.8% |
| 3M | +48.9% | +0.8% | +48.0% | +48.2% |
| 6M | +114.9% | +9.2% | +105.7% | +106.7% |
| YTD | +97.9% | +5.1% | +92.8% | +92.9% |
| 1Y | +89.7% | +12.2% | +77.5% | +79.6% |
| All | +90.0% | +130.7% | -40.7% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 3y: compounded portfolio wealth divided by compounded FHN 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…
3y analysis · Full analysis span regression · 6 months rolling