+119.7%
OKTA vs HUM
+51.1%
+68.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -14.2% | +1.6% | -15.8% | -14.3% |
| 30D | -12.5% | +3.5% | -16.0% | -12.8% |
| 3M | +29.2% | +15.5% | +13.7% | +27.2% |
| 6M | +147.3% | +76.2% | +71.1% | +132.0% |
| YTD | +120.9% | +64.5% | +56.4% | +106.6% |
| 1Y | +119.7% | +50.0% | +69.7% | +109.2% |
| All | +119.7% | +51.1% | +68.6% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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