+627.8%
OKTA vs THC
+1,408.1%
-780.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.6% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +13.8% | +1.5% | +12.3% | +13.4% |
| 3M | +48.9% | +59.9% | -11.0% | +37.1% |
| 6M | +114.9% | +11.0% | +104.0% | +109.4% |
| YTD | +97.9% | +32.6% | +65.3% | +86.1% |
| 1Y | +89.7% | +37.4% | +52.3% | +76.6% |
| 3Y | +95.8% | +252.5% | -156.7% | +52.5% |
| 5Y | -32.6% | +262.3% | -295.0% | -48.9% |
| All | +627.8% | +1,408.1% | -780.3% | +354.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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