-30.2%
OKTA vs HAS
+51.6%
-81.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -6.0% | +3.3% | -9.2% | -7.0% |
| 30D | -23.2% | +30.5% | -53.7% | -30.2% |
| 3M | +18.3% | +29.9% | -11.6% | +7.4% |
| 6M | +112.6% | +26.5% | +86.0% | +93.2% |
| YTD | +106.3% | +51.9% | +54.3% | +71.3% |
| 1Y | +108.0% | +60.9% | +47.1% | +68.2% |
| 3Y | +163.2% | +215.0% | -51.8% | +40.9% |
| All | -30.2% | +51.6% | -81.8% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling