+320.2%
HIMS vs OKTA
+95.5%
+224.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | -10.1% | +13.8% | -23.9% | -15.9% |
| 3M | -1.2% | +48.9% | -50.1% | -17.8% |
| 6M | +16.9% | +114.9% | -98.0% | -20.1% |
| YTD | -15.5% | +97.9% | -113.4% | -40.9% |
| 1Y | -42.6% | +89.7% | -132.2% | -58.9% |
| All | +320.2% | +95.5% | +224.7% | +194.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling