+168.8%
HIMS vs OKLO
+312.7%
-143.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -1.3% |
| 7D | -3.9% | +2.8% | -6.7% | -4.6% |
| 30D | -12.4% | -4.0% | -8.4% | -11.7% |
| 3M | -1.1% | -36.9% | +35.8% | +10.3% |
| 6M | +68.4% | -37.1% | +105.6% | +85.3% |
| YTD | -14.7% | -42.5% | +27.8% | -5.9% |
| 1Y | -42.4% | -40.7% | -1.7% | -39.2% |
| 3Y | +304.5% | +299.1% | +5.4% | +214.2% |
| 5Y | +237.5% | +317.3% | -79.8% | +168.3% |
| All | +168.8% | +312.7% | -143.9% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling