+327.3%
HIMS vs OKLO
+310.9%
+16.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.5% |
| 7D | -2.7% | +7.7% | -10.4% | -4.6% |
| 30D | -12.2% | -4.3% | -7.9% | -11.3% |
| 3M | -3.7% | -24.6% | +20.9% | +3.0% |
| 6M | +25.9% | -31.1% | +57.0% | +35.2% |
| YTD | -14.1% | -40.7% | +26.6% | -6.0% |
| 1Y | -41.6% | -42.4% | +0.8% | -37.9% |
| All | +327.3% | +310.9% | +16.4% | +184.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling