-42.4%
HIMS vs OKTA
+90.9%
-133.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.9% | +2.6% | -6.5% | -4.8% |
| 30D | -12.4% | +16.0% | -28.5% | -17.1% |
| 3M | -1.1% | +38.2% | -39.2% | -12.1% |
| 6M | +68.4% | +137.8% | -69.4% | +17.2% |
| YTD | -14.7% | +97.3% | -112.0% | -36.4% |
| 1Y | -42.4% | +90.1% | -132.5% | -55.3% |
| All | -42.4% | +90.9% | -133.3% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 1y: compounded portfolio wealth divided by compounded OKTA 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…
1y analysis · Full analysis span regression · 6 months rolling