+90.0%
OKTA vs HSY
-8.8%
+98.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.2% | -0.7% |
| 7D | +0.4% | -0.4% | +0.8% | +0.3% |
| 30D | +13.8% | -3.4% | +17.3% | +13.2% |
| 3M | +48.9% | -0.5% | +49.4% | +48.9% |
| 6M | +114.9% | -19.1% | +134.1% | +111.9% |
| YTD | +97.9% | -2.1% | +99.9% | +95.5% |
| 1Y | +89.7% | -3.2% | +92.9% | +87.5% |
| All | +90.0% | -8.8% | +98.7% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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