+677.8%
OKTA vs FHN
+80.5%
+597.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +8.4% | +2.1% | +6.3% | +8.1% |
| 30D | -13.7% | +3.8% | -17.5% | -14.2% |
| 3M | +18.0% | -8.9% | +27.0% | +19.6% |
| 6M | +133.8% | +1.8% | +132.0% | +132.9% |
| YTD | +111.5% | +0.6% | +110.9% | +110.8% |
| 1Y | +118.3% | +12.9% | +105.4% | +113.9% |
| 3Y | +168.0% | +126.4% | +41.6% | +140.2% |
| 5Y | -30.1% | +62.3% | -92.4% | -35.9% |
| All | +677.8% | +80.5% | +597.3% | +575.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling