+262.9%
OKLO vs HPQ
+45.0%
+217.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +8.4% | -17.6% | -10.5% |
| 7D | -12.2% | +9.8% | -22.0% | -13.8% |
| 30D | -19.7% | +22.4% | -42.1% | -22.8% |
| 3M | -37.4% | +45.2% | -82.6% | -41.9% |
| 6M | -42.3% | +96.4% | -138.7% | -50.2% |
| YTD | -49.5% | +65.4% | -114.9% | -54.9% |
| 1Y | -54.7% | +31.6% | -86.3% | -57.3% |
| 3Y | +249.6% | +37.0% | +212.6% | +227.4% |
| 5Y | +268.1% | +53.0% | +215.1% | +247.7% |
| All | +262.9% | +45.0% | +217.9% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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