Human Activity Recognition (HAR) from devices like smartphone accelerometers is a fundamental problem in ubiquitous computing. Machine learning based recognition models often perform poorly when applied to new users that were not part of the training data. Previous work has addressed this challenge by personalizing general recognition models to the unique motion pattern of a new user in a static batch setting. They require target user data to be available upfront. The more challenging online setting has received less attention. No samples from the target user are available in advance, but they arrive sequentially. Additionally, the user's motion pattern may change over time. Thus, adapting to new and forgetting old information must be traded off. Finally, the target user should not have to do any work to use the recognition system by, say, labeling any activities. Our work addresses this challenges by proposing an unsupervised online domain adaptation algorithm. Both classification and personalization happen continuously and incrementally in real-time. Our solution works by aligning the feature distribution of all the subjects, sources and target, within deep neural network layers. Experiments with 44 subjects show accuracy improvements of up to 14 % for some individuals. Median improvement is 4 %.