+119.7%
OKTA vs HST
+76.4%
+43.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | -14.2% | +3.3% | -17.5% | -14.3% |
| 30D | -12.5% | +16.4% | -28.8% | -12.8% |
| 3M | +29.2% | +5.5% | +23.8% | +29.7% |
| 6M | +147.3% | +31.1% | +116.2% | +140.7% |
| YTD | +120.9% | +55.9% | +65.0% | +110.8% |
| 1Y | +119.7% | +75.6% | +44.1% | +105.0% |
| All | +119.7% | +76.4% | +43.3% | +105.0% |
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