+119.7%
OKTA vs HIG
+12.7%
+106.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | +1.9% |
| 7D | -14.2% | +6.2% | -20.4% | -11.6% |
| 30D | -12.5% | +9.4% | -21.9% | -9.0% |
| 3M | +29.2% | -2.3% | +31.6% | +28.9% |
| 6M | +147.3% | +4.2% | +143.2% | +153.9% |
| YTD | +120.9% | +1.6% | +119.4% | +122.9% |
| 1Y | +119.7% | +9.9% | +109.8% | +126.5% |
| All | +119.7% | +12.7% | +106.9% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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