+627.8%
OKTA vs HST
+76.1%
+551.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +0.4% | +0.7% | -0.3% | +0.2% |
| 30D | +13.8% | -0.7% | +14.5% | +13.9% |
| 3M | +48.9% | -4.0% | +52.9% | +50.1% |
| 6M | +114.9% | +20.7% | +94.2% | +102.2% |
| YTD | +97.9% | +31.0% | +66.8% | +81.5% |
| 1Y | +89.7% | +36.2% | +53.5% | +71.6% |
| 3Y | +95.8% | +66.6% | +29.2% | +65.8% |
| 5Y | -32.6% | +75.8% | -108.4% | -42.5% |
| All | +627.8% | +76.1% | +551.8% | +546.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling