-54.7%
OKLO vs HUM
+50.8%
-105.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.3% | -11.4% | -8.9% |
| 7D | -12.2% | +2.1% | -14.3% | -12.0% |
| 30D | -19.7% | +5.4% | -25.1% | -19.2% |
| 3M | -37.4% | +11.4% | -48.8% | -36.4% |
| 6M | -42.3% | +141.5% | -183.8% | -36.4% |
| YTD | -49.5% | +61.2% | -110.7% | -48.1% |
| 1Y | -54.7% | +49.2% | -103.9% | -55.0% |
| All | -54.7% | +50.8% | -105.5% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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