+90.1%
OKTA vs HST
+38.1%
+52.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +2.6% | -1.0% | +3.7% | +2.7% |
| 30D | +16.0% | -12.3% | +28.3% | +17.5% |
| 3M | +38.2% | -6.4% | +44.5% | +38.7% |
| 6M | +137.8% | +15.0% | +122.8% | +127.8% |
| YTD | +97.3% | +30.5% | +66.8% | +86.9% |
| 1Y | +90.1% | +35.7% | +54.4% | +81.2% |
| All | +90.1% | +38.1% | +52.0% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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