-32.0%
OKTA vs HDB
-37.9%
+6.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.8% | +3.7% |
| 7D | +5.9% | -4.9% | +10.7% | +7.7% |
| 30D | +14.6% | -5.8% | +20.4% | +16.6% |
| 3M | +44.0% | -5.2% | +49.2% | +45.2% |
| 6M | +116.7% | -25.7% | +142.4% | +139.6% |
| YTD | +99.8% | -39.6% | +139.3% | +140.3% |
| 1Y | +84.1% | -36.9% | +121.0% | +116.0% |
| 3Y | +97.7% | -29.7% | +127.4% | +112.8% |
| All | -32.0% | -37.9% | +6.0% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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