+676.4%
OKTA vs HST
+104.8%
+571.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +6.6% | +3.6% | +3.0% | +5.6% |
| 30D | -19.4% | +9.9% | -29.3% | -21.4% |
| 3M | +23.9% | +12.9% | +11.0% | +19.8% |
| 6M | +130.9% | +22.9% | +108.0% | +117.0% |
| YTD | +111.1% | +52.4% | +58.7% | +85.8% |
| 1Y | +115.5% | +52.5% | +63.0% | +89.5% |
| 3Y | +169.4% | +87.4% | +81.9% | +121.0% |
| 5Y | -30.2% | +82.9% | -113.1% | -42.0% |
| All | +676.4% | +104.8% | +571.7% | +562.3% |
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