+634.8%
OKTA vs HBM
+334.0%
+300.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | +5.9% | +5.5% | +0.4% | +5.0% |
| 30D | +14.6% | +3.3% | +11.3% | +13.8% |
| 3M | +44.0% | +12.7% | +31.3% | +40.4% |
| 6M | +116.7% | +28.2% | +88.5% | +105.7% |
| YTD | +99.8% | +45.3% | +54.5% | +84.3% |
| 1Y | +84.1% | +121.7% | -37.6% | +58.1% |
| 3Y | +97.7% | +523.5% | -425.8% | +41.4% |
| 5Y | -35.2% | +393.9% | -429.1% | -53.2% |
| All | +634.8% | +334.0% | +300.7% | +363.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling