+84.8%
OKTA vs HALO
+178.1%
-93.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -2.4% | -2.7% | +0.3% | -2.0% |
| 30D | +13.0% | +5.3% | +7.7% | +12.1% |
| 3M | +41.7% | +51.6% | -9.9% | +33.0% |
| 6M | +105.9% | +61.3% | +44.7% | +90.7% |
| YTD | +92.6% | +59.3% | +33.3% | +78.2% |
| 1Y | +81.1% | +38.3% | +42.8% | +71.9% |
| 3Y | +84.8% | +185.9% | -101.0% | +40.6% |
| All | +84.8% | +178.1% | -93.2% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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