+84.8%
OKTA vs HUM
-9.4%
+94.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -5.0% | -2.9% |
| 7D | -2.4% | +2.1% | -4.5% | -2.6% |
| 30D | +13.0% | +5.4% | +7.6% | +12.4% |
| 3M | +41.7% | +11.4% | +30.3% | +40.0% |
| 6M | +105.9% | +141.5% | -35.6% | +89.2% |
| YTD | +92.6% | +61.2% | +31.4% | +82.3% |
| 1Y | +81.1% | +49.2% | +31.9% | +72.1% |
| 3Y | +84.8% | -9.0% | +93.9% | +74.8% |
| All | +84.8% | -9.4% | +94.2% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling