+608.2%
OKTA vs HUBB
+371.6%
+236.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.3% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +13.0% | -10.0% | +23.0% | +17.3% |
| 3M | +41.7% | -1.6% | +43.3% | +41.3% |
| 6M | +105.9% | -3.1% | +109.0% | +104.3% |
| YTD | +92.6% | +4.6% | +88.0% | +84.3% |
| 1Y | +81.1% | +3.3% | +77.7% | +73.6% |
| 3Y | +84.8% | +46.6% | +38.3% | +51.1% |
| 5Y | -34.4% | +158.7% | -193.1% | -57.4% |
| All | +608.2% | +371.6% | +236.6% | +232.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling