+81.1%
OKTA vs HIG
+5.5%
+75.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.8% |
| 7D | -2.4% | -1.5% | -1.0% | -2.9% |
| 30D | +13.0% | -0.4% | +13.4% | +12.9% |
| 3M | +41.7% | +6.7% | +35.0% | +43.7% |
| 6M | +105.9% | +2.0% | +104.0% | +108.7% |
| YTD | +92.6% | +0.3% | +92.3% | +92.9% |
| 1Y | +81.1% | +4.2% | +76.9% | +81.7% |
| All | +81.1% | +5.5% | +75.6% | +81.7% |
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