+132.5%
OKLO vs HAS
+212.5%
-80.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | +1.6% | +1.4% | +0.2% | +1.3% |
| 30D | -17.6% | +26.3% | -43.9% | -22.7% |
| 3M | -48.5% | +25.6% | -74.1% | -51.6% |
| 6M | -65.7% | +30.3% | -95.9% | -68.4% |
| YTD | -66.7% | +50.4% | -117.0% | -70.6% |
| 1Y | -76.5% | +57.7% | -134.2% | -79.5% |
| 3Y | +132.5% | +213.4% | -80.9% | +72.2% |
| All | +132.5% | +212.5% | -80.0% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling