Does hydrocortisone reduce nivolumab's effectiveness?

My wife has been prescribed nivolumab for her kidney cancer by her oncologist. The nivolumab has affected her thyroid and adrenal glands. So, her endocrinologist has prescribed hydrocortisone to address the gland insufficiency.

drugs.com says hydrocortisone works by decreasing or preventing tissues from responding to inflammation. It also modifies the body's response to certain immune stimulation.

To a layperson, this seems like the hydrocortisone would counter the positive affects of immunatherapy, nivolumab.

Can the community help me understand if this is true? Thank you very much.