-33.3%
OKTA vs HALO
+158.6%
-191.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -2.4% | -2.7% | +0.3% | -1.7% |
| 30D | +13.0% | +5.3% | +7.7% | +11.3% |
| 3M | +41.7% | +51.6% | -9.9% | +25.7% |
| 6M | +105.9% | +61.3% | +44.7% | +78.0% |
| YTD | +92.6% | +59.3% | +33.3% | +66.1% |
| 1Y | +81.1% | +38.3% | +42.8% | +62.6% |
| 3Y | +84.8% | +185.9% | -101.0% | +17.4% |
| All | -33.3% | +158.6% | -191.9% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling