+187.4%
HIMS vs OKTA
+58.1%
+129.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +2.2% |
| 7D | -0.9% | +0.7% | -1.6% | -1.3% |
| 30D | -10.8% | +13.0% | -23.8% | -15.5% |
| 3M | +3.7% | +43.4% | -39.7% | -9.3% |
| 6M | +79.0% | +107.6% | -28.7% | +35.0% |
| YTD | -13.2% | +93.8% | -107.1% | -33.7% |
| 1Y | -43.3% | +80.8% | -124.1% | -55.5% |
| 3Y | +331.4% | +91.8% | +239.6% | +227.2% |
| 5Y | +230.2% | -36.4% | +266.6% | +200.2% |
| All | +187.4% | +58.1% | +129.3% | +153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling