+167.5%
OKTA vs HAS
+214.9%
-47.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.5% |
| 7D | +6.6% | +1.6% | +5.0% | +6.4% |
| 30D | -19.4% | +26.6% | -46.0% | -22.3% |
| 3M | +23.9% | +29.0% | -5.1% | +18.9% |
| 6M | +130.9% | +30.6% | +100.3% | +120.9% |
| YTD | +111.1% | +51.5% | +59.6% | +93.1% |
| 1Y | +115.5% | +58.5% | +57.1% | +94.7% |
| All | +167.5% | +214.9% | -47.4% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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