+81.1%
OKTA vs HST
+36.5%
+44.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.7% |
| 7D | -2.4% | +0.9% | -3.3% | -2.4% |
| 30D | +13.0% | -2.5% | +15.5% | +13.2% |
| 3M | +41.7% | -5.1% | +46.8% | +42.2% |
| 6M | +105.9% | +21.6% | +84.3% | +95.1% |
| YTD | +92.6% | +31.6% | +60.9% | +81.4% |
| 1Y | +81.1% | +36.1% | +44.9% | +75.6% |
| All | +81.1% | +36.5% | +44.5% | +75.6% |
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 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