+139.7%
OKLO vs HSY
+12.9%
+126.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.0% |
| 7D | +1.6% | -2.1% | +3.7% | +1.1% |
| 30D | -17.6% | +6.1% | -23.7% | -16.1% |
| 3M | -48.5% | -5.6% | -42.9% | -48.8% |
| 6M | -65.7% | -9.5% | -56.1% | -66.0% |
| YTD | -66.7% | -2.1% | -64.6% | -66.3% |
| 1Y | -76.5% | +0.8% | -77.2% | -76.1% |
| 3Y | +132.5% | -2.1% | +134.6% | +139.5% |
| 5Y | +142.8% | +11.2% | +131.6% | +152.6% |
| All | +139.7% | +12.9% | +126.7% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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