+634.8%
OKTA vs HRB
+177.5%
+457.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.3% |
| 7D | +5.9% | -10.6% | +16.5% | +7.8% |
| 30D | +14.6% | -0.8% | +15.4% | +14.2% |
| 3M | +44.0% | +19.1% | +24.9% | +38.8% |
| 6M | +116.7% | +48.7% | +68.0% | +101.0% |
| YTD | +99.8% | +7.1% | +92.7% | +93.9% |
| 1Y | +84.1% | -8.3% | +92.4% | +82.3% |
| 3Y | +97.7% | +25.8% | +71.8% | +86.3% |
| 5Y | -35.2% | +111.1% | -146.3% | -42.4% |
| All | +634.8% | +177.5% | +457.2% | +547.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling