+625.6%
OKTA vs THC
+1,417.2%
-791.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +2.6% | -0.7% | +3.3% | +2.7% |
| 30D | +16.0% | +1.3% | +14.8% | +15.7% |
| 3M | +38.2% | +64.2% | -26.1% | +26.7% |
| 6M | +137.8% | +8.3% | +129.5% | +132.6% |
| YTD | +97.3% | +33.4% | +63.9% | +85.4% |
| 1Y | +90.1% | +37.7% | +52.4% | +77.0% |
| 3Y | +98.0% | +236.8% | -138.8% | +55.3% |
| 5Y | -36.9% | +249.3% | -286.2% | -52.0% |
| All | +625.6% | +1,417.2% | -791.5% | +352.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling