+677.8%
OKTA vs HST
+104.6%
+573.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +8.4% | +3.6% | +4.8% | +7.3% |
| 30D | -13.7% | +11.2% | -24.9% | -16.2% |
| 3M | +18.0% | +13.1% | +4.9% | +14.0% |
| 6M | +133.8% | +23.9% | +109.9% | +119.2% |
| YTD | +111.5% | +52.3% | +59.2% | +86.2% |
| 1Y | +118.3% | +56.7% | +61.7% | +90.5% |
| 3Y | +168.0% | +87.5% | +80.5% | +119.9% |
| 5Y | -30.1% | +82.8% | -112.9% | -41.9% |
| All | +677.8% | +104.6% | +573.2% | +563.6% |
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