+677.8%
OKTA vs THC
+1,537.3%
-859.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +8.4% | +1.0% | +7.5% | +8.3% |
| 30D | -13.7% | +5.3% | -19.0% | -14.4% |
| 3M | +18.0% | +7.1% | +10.9% | +16.5% |
| 6M | +133.8% | +46.0% | +87.8% | +118.0% |
| YTD | +111.5% | +43.9% | +67.5% | +96.1% |
| 1Y | +118.3% | +45.4% | +72.9% | +101.8% |
| 3Y | +168.0% | +421.3% | -253.3% | +96.1% |
| 5Y | -30.1% | +261.5% | -291.5% | -47.2% |
| All | +677.8% | +1,537.3% | -859.4% | +378.9% |
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