-28.7%
OKTA vs HST
+83.2%
-111.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.5% |
| 7D | -4.6% | -1.3% | -3.3% | -3.8% |
| 30D | -19.7% | +13.4% | -33.1% | -24.7% |
| 3M | +21.2% | +16.7% | +4.5% | +11.7% |
| 6M | +123.1% | +24.0% | +99.1% | +97.0% |
| YTD | +110.8% | +54.0% | +56.8% | +63.4% |
| 1Y | +113.0% | +55.0% | +57.9% | +64.1% |
| 3Y | +168.9% | +89.3% | +79.6% | +76.1% |
| 5Y | -28.7% | +85.4% | -114.1% | -53.0% |
| All | -28.7% | +83.2% | -111.8% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling