This has probably been requested before, but I would like to see some UI in ArcGIS Online and Portal for creating relationships classes for hosted feature layers. It's currently possible to do, but you have to do it through the REST API according to this document:
https://support.esri.com/en-us/knowledge-base/faq-is-it-possible-to-add-relationships-to-a-hosted-fe...
Other than the REST API, the only other option is to create it in ArcGIS Pro and republish the layer. It would be nice if you can set it up in AGOL/Portal directly.