+625.6%
OKTA vs HST
+75.3%
+550.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.6% | -1.0% | +3.7% | +2.9% |
| 30D | +16.0% | -12.3% | +28.3% | +20.2% |
| 3M | +38.2% | -6.4% | +44.5% | +40.3% |
| 6M | +137.8% | +15.0% | +122.8% | +126.8% |
| YTD | +97.3% | +30.5% | +66.8% | +81.2% |
| 1Y | +90.1% | +35.7% | +54.4% | +72.2% |
| 3Y | +98.0% | +68.4% | +29.6% | +67.2% |
| 5Y | -36.9% | +73.1% | -110.0% | -46.0% |
| All | +625.6% | +75.3% | +550.3% | +545.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling