+627.8%
OKTA vs HALO
+756.7%
-128.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | +0.4% | -3.4% | +3.8% | +1.5% |
| 30D | +13.8% | +4.3% | +9.6% | +12.2% |
| 3M | +48.9% | +51.8% | -2.9% | +29.2% |
| 6M | +114.9% | +57.8% | +57.1% | +82.4% |
| YTD | +97.9% | +59.0% | +38.9% | +66.5% |
| 1Y | +89.7% | +41.2% | +48.5% | +65.3% |
| 3Y | +95.8% | +177.8% | -82.0% | +24.0% |
| 5Y | -32.6% | +159.5% | -192.1% | -57.4% |
| All | +627.8% | +756.7% | -128.9% | +175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling