+167.1%
OKTA vs HST
+89.2%
+77.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | -4.6% | -1.3% | -3.3% | -4.0% |
| 30D | -19.7% | +13.4% | -33.1% | -22.9% |
| 3M | +21.2% | +16.7% | +4.5% | +15.1% |
| 6M | +123.1% | +24.0% | +99.1% | +105.3% |
| YTD | +110.8% | +54.0% | +56.8% | +76.8% |
| 1Y | +113.0% | +55.0% | +57.9% | +77.8% |
| All | +167.1% | +89.2% | +77.9% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling