+90.1%
OKTA vs HUBB
+8.5%
+81.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.6% | +0.5% | +2.1% | +2.6% |
| 30D | +16.0% | -10.0% | +26.0% | +16.3% |
| 3M | +38.2% | -4.8% | +42.9% | +37.6% |
| 6M | +137.8% | -5.6% | +143.4% | +135.5% |
| YTD | +97.3% | +4.7% | +92.6% | +90.9% |
| 1Y | +90.1% | +6.7% | +83.4% | +80.4% |
| All | +90.1% | +8.5% | +81.7% | +80.4% |
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