-54.7%
OKLO vs HIG
+5.5%
-60.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.3% | -8.9% | -9.4% |
| 7D | -12.2% | -1.5% | -10.8% | -13.2% |
| 30D | -19.7% | -0.4% | -19.4% | -19.6% |
| 3M | -37.4% | +6.7% | -44.1% | -34.4% |
| 6M | -42.3% | +2.0% | -44.2% | -40.6% |
| YTD | -49.5% | +0.3% | -49.8% | -48.2% |
| 1Y | -54.7% | +4.2% | -58.9% | -50.7% |
| All | -54.7% | +5.5% | -60.2% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling