+634.8%
OKTA vs HUBB
+366.1%
+268.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.8% |
| 7D | +5.9% | +1.1% | +4.8% | +5.4% |
| 30D | +14.6% | -9.6% | +24.2% | +18.7% |
| 3M | +44.0% | -6.2% | +50.2% | +46.2% |
| 6M | +116.7% | -6.2% | +122.9% | +117.7% |
| YTD | +99.8% | +3.4% | +96.4% | +92.1% |
| 1Y | +84.1% | +5.3% | +78.7% | +75.0% |
| 3Y | +97.7% | +44.4% | +53.3% | +62.5% |
| 5Y | -35.2% | +152.4% | -187.5% | -57.6% |
| All | +634.8% | +366.1% | +268.7% | +246.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling