+326.6%
OKLO vs HUM
-7.3%
+333.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.8% |
| 7D | +7.7% | -0.2% | +8.0% | +7.7% |
| 30D | -4.3% | +3.7% | -8.0% | -4.0% |
| 3M | -24.6% | +10.4% | -35.0% | -24.0% |
| 6M | -31.1% | +125.7% | -156.8% | -26.9% |
| YTD | -40.7% | +57.3% | -98.0% | -38.7% |
| 1Y | -42.4% | +48.6% | -91.1% | -40.7% |
| 3Y | +310.9% | -11.3% | +322.2% | +325.5% |
| 5Y | +332.6% | +0.8% | +331.8% | +347.8% |
| All | +326.6% | -7.3% | +333.9% | +342.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling