+90.1%
OKTA vs HUM
+31.0%
+59.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +2.6% | +4.2% | -1.5% | +2.3% |
| 30D | +16.0% | +10.4% | +5.7% | +15.0% |
| 3M | +38.2% | +15.1% | +23.1% | +36.6% |
| 6M | +137.8% | +120.9% | +16.9% | +125.2% |
| YTD | +97.3% | +57.9% | +39.4% | +88.4% |
| 1Y | +90.1% | +30.6% | +59.5% | +79.7% |
| All | +90.1% | +31.0% | +59.1% | +79.7% |
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