-37.7%
HIMS vs OKTA
+114.8%
-152.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | -9.1% | -14.2% | +5.1% | -4.7% |
| 30D | -10.1% | -12.5% | +2.3% | -6.6% |
| 3M | -17.1% | +29.2% | -46.3% | -23.7% |
| 6M | -2.2% | +147.3% | -149.6% | -27.9% |
| YTD | -17.9% | +120.9% | -138.8% | -39.7% |
| 1Y | -37.7% | +119.7% | -157.4% | -54.1% |
| All | -37.7% | +114.8% | -152.5% | -54.1% |
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