-35.2%
OKTA vs HST
+75.9%
-111.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +5.9% | -0.3% | +6.2% | +6.0% |
| 30D | +14.6% | -2.8% | +17.4% | +16.0% |
| 3M | +44.0% | -6.5% | +50.5% | +48.0% |
| 6M | +116.7% | +20.7% | +96.0% | +92.5% |
| YTD | +99.8% | +30.5% | +69.3% | +69.2% |
| 1Y | +84.1% | +36.8% | +47.3% | +50.8% |
| 3Y | +97.7% | +65.9% | +31.8% | +38.5% |
| 5Y | -35.2% | +73.9% | -109.1% | -55.4% |
| All | -35.2% | +75.9% | -111.0% | -55.4% |
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