+119.7%
OKTA vs HUBB
-4.0%
+123.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.7% |
| 7D | -14.2% | +0.2% | -14.4% | -14.1% |
| 30D | -12.5% | -8.8% | -3.7% | -12.5% |
| 3M | +29.2% | -12.5% | +41.7% | +29.3% |
| 6M | +147.3% | -14.5% | +161.9% | +147.3% |
| YTD | +120.9% | -0.4% | +121.4% | +115.2% |
| 1Y | +119.7% | -3.4% | +123.1% | +116.6% |
| All | +119.7% | -4.0% | +123.7% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling