-37.7%
HIMS vs OKLO
-81.5%
+43.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.8% | +9.6% | +6.1% |
| 7D | -9.1% | -18.4% | +9.4% | -1.3% |
| 30D | -10.1% | -38.5% | +28.4% | +8.7% |
| 3M | -17.1% | -48.9% | +31.8% | +6.7% |
| 6M | -2.2% | -67.8% | +65.5% | +45.7% |
| YTD | -17.9% | -69.2% | +51.3% | +13.7% |
| 1Y | -37.7% | -80.3% | +42.6% | -0.9% |
| All | -37.7% | -81.5% | +43.8% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 1y: compounded portfolio wealth divided by compounded OKLO 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…
1y analysis · Full analysis span regression · 6 months rolling