+334.0%
OKLO vs HAS
+15.6%
+318.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.3% | +5.3% |
| 7D | +12.4% | -3.1% | +15.5% | +13.0% |
| 30D | -10.6% | -2.7% | -7.8% | -10.1% |
| 3M | -26.5% | +8.9% | -35.4% | -27.6% |
| 6M | -25.6% | -2.9% | -22.7% | -25.6% |
| YTD | -39.6% | +12.6% | -52.3% | -41.0% |
| 1Y | -38.8% | +17.5% | -56.2% | -40.6% |
| 3Y | +318.1% | +46.2% | +271.8% | +282.3% |
| 5Y | +339.7% | +12.6% | +327.1% | +303.6% |
| All | +334.0% | +15.6% | +318.4% | +298.5% |
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