+625.6%
OKTA vs HAS
+32.5%
+593.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.6% | -1.8% | +4.4% | +3.2% |
| 30D | +16.0% | +2.3% | +13.8% | +15.0% |
| 3M | +38.2% | +10.4% | +27.8% | +32.9% |
| 6M | +137.8% | -3.2% | +141.0% | +136.5% |
| YTD | +97.3% | +15.4% | +81.9% | +84.6% |
| 1Y | +90.1% | +18.8% | +71.3% | +75.9% |
| 3Y | +98.0% | +43.9% | +54.1% | +66.4% |
| 5Y | -36.9% | +13.9% | -50.8% | -43.4% |
| All | +625.6% | +32.5% | +593.2% | +496.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling