+168.9%
OKLO vs HAS
+54.8%
+114.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.7% | +12.3% | +13.7% |
| 7D | +14.1% | +2.2% | +12.0% | +13.8% |
| 30D | -22.7% | +29.6% | -52.2% | -25.7% |
| 3M | -44.6% | +30.3% | -74.8% | -46.8% |
| 6M | -63.0% | +25.6% | -88.6% | -64.5% |
| YTD | -62.6% | +50.8% | -113.4% | -65.1% |
| 1Y | -76.2% | +63.0% | -139.2% | -78.0% |
| 3Y | +160.8% | +211.6% | -50.7% | +126.9% |
| 5Y | +172.5% | +50.4% | +122.1% | +138.9% |
| All | +168.9% | +54.8% | +114.1% | +135.7% |
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