+270.7%
OKLO vs HUM
+6.5%
+264.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.3% | -11.4% | -9.0% |
| 7D | -12.2% | +2.1% | -14.3% | -12.1% |
| 30D | -19.7% | +5.4% | -25.1% | -19.4% |
| 3M | -37.4% | +11.4% | -48.8% | -36.8% |
| 6M | -42.3% | +141.5% | -183.8% | -38.4% |
| YTD | -49.5% | +61.2% | -110.7% | -47.7% |
| 1Y | -54.7% | +49.2% | -103.9% | -53.3% |
| 3Y | +249.6% | -9.0% | +258.7% | +263.0% |
| All | +270.7% | +6.5% | +264.2% | +284.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling