+313.5%
OKLO vs HAS
+18.4%
+295.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | +2.8% | -1.8% | +4.6% | +3.1% |
| 30D | -4.0% | +2.3% | -6.3% | -4.3% |
| 3M | -36.9% | +10.4% | -47.3% | -38.0% |
| 6M | -37.1% | -3.2% | -33.9% | -37.1% |
| YTD | -42.5% | +15.4% | -57.9% | -44.0% |
| 1Y | -40.7% | +18.8% | -59.5% | -42.6% |
| 3Y | +299.1% | +43.9% | +255.2% | +263.8% |
| 5Y | +317.3% | +13.9% | +303.4% | +281.6% |
| All | +313.5% | +18.4% | +295.1% | +278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling