+166.1%
HIMS vs OKLO
+298.8%
-132.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.3% | +4.7% | -0.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -10.1% | -15.2% | +5.1% | -6.3% |
| 3M | -1.2% | -26.2% | +25.0% | +6.3% |
| 6M | +16.9% | -35.0% | +51.9% | +27.4% |
| YTD | -15.5% | -44.4% | +28.9% | -6.1% |
| 1Y | -42.6% | -45.9% | +3.4% | -38.0% |
| 3Y | +320.2% | +284.9% | +35.3% | +228.6% |
| 5Y | +215.0% | +305.3% | -90.2% | +154.9% |
| All | +166.1% | +298.8% | -132.7% | +112.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling