+119.7%
OKTA vs HBM
+47.3%
+72.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | +0.4% |
| 7D | -14.2% | -5.8% | -8.3% | -13.7% |
| 30D | -12.5% | -18.5% | +6.0% | -11.1% |
| 3M | +29.2% | -10.3% | +39.5% | +30.2% |
| 6M | +147.3% | +2.1% | +145.2% | +153.5% |
| YTD | +120.9% | +12.0% | +108.9% | +116.6% |
| 1Y | +119.7% | +49.8% | +69.9% | +102.0% |
| All | +119.7% | +47.3% | +72.4% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling