-28.7%
OKTA vs THC
+267.4%
-296.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | -4.6% | +0.2% | -4.9% | -4.6% |
| 30D | -19.7% | +9.0% | -28.7% | -21.7% |
| 3M | +21.2% | +12.9% | +8.3% | +16.7% |
| 6M | +123.1% | +52.8% | +70.3% | +93.4% |
| YTD | +110.8% | +47.4% | +63.3% | +81.7% |
| 1Y | +113.0% | +47.7% | +65.2% | +82.7% |
| 3Y | +168.9% | +444.7% | -275.7% | +26.9% |
| 5Y | -28.7% | +269.3% | -297.9% | -61.5% |
| All | -28.7% | +267.4% | -296.0% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling