-35.2%
OKTA vs THC
+258.2%
-293.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.8% | +2.0% |
| 7D | +5.9% | +4.1% | +1.8% | +4.7% |
| 30D | +14.6% | +3.5% | +11.1% | +13.2% |
| 3M | +44.0% | +61.7% | -17.7% | +23.3% |
| 6M | +116.7% | +11.8% | +104.9% | +106.9% |
| YTD | +99.8% | +35.4% | +64.4% | +77.1% |
| 1Y | +84.1% | +37.0% | +47.0% | +60.9% |
| 3Y | +97.7% | +260.1% | -162.4% | +11.5% |
| 5Y | -35.2% | +262.6% | -297.8% | -65.6% |
| All | -35.2% | +258.2% | -293.4% | -65.6% |
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