+159.1%
OKLO vs HAS
+58.8%
+100.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.8% |
| 7D | +16.9% | +2.0% | +14.9% | +16.6% |
| 30D | -19.7% | +30.9% | -50.6% | -23.0% |
| 3M | -45.0% | +28.8% | -73.8% | -47.1% |
| 6M | -66.9% | +32.3% | -99.2% | -68.5% |
| YTD | -64.0% | +54.7% | -118.6% | -66.5% |
| 1Y | -75.2% | +63.2% | -138.4% | -77.1% |
| 3Y | +151.1% | +220.7% | -69.6% | +117.6% |
| 5Y | +162.8% | +53.3% | +109.5% | +129.5% |
| All | +159.1% | +58.8% | +100.4% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling