+608.2%
OKTA vs HBM
+299.4%
+308.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -2.4% | -3.3% | +0.9% | -2.0% |
| 30D | +13.0% | -4.8% | +17.9% | +13.6% |
| 3M | +41.7% | -0.4% | +42.1% | +40.7% |
| 6M | +105.9% | +17.9% | +88.1% | +97.9% |
| YTD | +92.6% | +33.7% | +58.8% | +79.8% |
| 1Y | +81.1% | +95.6% | -14.5% | +58.5% |
| 3Y | +84.8% | +458.1% | -373.3% | +34.3% |
| 5Y | -34.4% | +329.0% | -363.4% | -51.8% |
| All | +608.2% | +299.4% | +308.8% | +352.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling