+634.8%
OKTA vs HSY
+98.8%
+536.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.1% |
| 7D | +5.9% | -3.0% | +8.8% | +6.3% |
| 30D | +14.6% | -5.0% | +19.6% | +15.2% |
| 3M | +44.0% | -1.3% | +45.3% | +43.6% |
| 6M | +116.7% | -21.5% | +138.2% | +124.2% |
| YTD | +99.8% | -3.3% | +103.0% | +97.1% |
| 1Y | +84.1% | -5.5% | +89.6% | +82.0% |
| 3Y | +97.7% | -9.9% | +107.6% | +95.4% |
| 5Y | -35.2% | +11.3% | -46.5% | -42.1% |
| All | +634.8% | +98.8% | +536.0% | +431.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling