+608.2%
OKTA vs HRB
+177.4%
+430.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | -2.4% | -8.0% | +5.6% | -1.1% |
| 30D | +13.0% | -16.0% | +29.0% | +16.1% |
| 3M | +41.7% | +26.9% | +14.8% | +35.1% |
| 6M | +105.9% | +51.1% | +54.8% | +90.5% |
| YTD | +92.6% | +7.1% | +85.5% | +86.9% |
| 1Y | +81.1% | -9.6% | +90.7% | +79.7% |
| 3Y | +84.8% | +25.4% | +59.4% | +74.2% |
| 5Y | -34.4% | +114.9% | -149.4% | -41.8% |
| All | +608.2% | +177.4% | +430.8% | +524.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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