+210.1%
HIMS vs OKTA
-34.5%
+244.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +2.9% | +1.3% |
| 7D | -0.7% | -2.4% | +1.7% | +0.1% |
| 30D | -8.2% | +13.0% | -21.2% | -13.9% |
| 3M | -4.7% | +41.7% | -46.4% | -18.5% |
| 6M | +6.3% | +105.9% | -99.6% | -23.9% |
| YTD | -15.3% | +92.6% | -107.8% | -38.5% |
| 1Y | -46.9% | +81.1% | -127.9% | -60.4% |
| 3Y | +321.3% | +84.8% | +236.5% | +204.3% |
| All | +210.1% | -34.5% | +244.6% | +228.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling