+180.7%
HIMS vs OKTA
+57.1%
+123.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +2.9% | +1.1% |
| 7D | -0.7% | -2.4% | +1.7% | 0.0% |
| 30D | -8.2% | +13.0% | -21.2% | -13.0% |
| 3M | -4.7% | +41.7% | -46.4% | -16.4% |
| 6M | +6.3% | +105.9% | -99.6% | -19.6% |
| YTD | -15.3% | +92.6% | -107.8% | -35.1% |
| 1Y | -46.9% | +81.1% | -127.9% | -58.4% |
| 3Y | +321.3% | +84.8% | +236.5% | +223.0% |
| 5Y | +215.8% | -34.4% | +250.3% | +186.3% |
| All | +180.7% | +57.1% | +123.6% | +148.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling