+310.9%
OKLO vs HSY
-9.9%
+320.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.9% |
| 7D | +7.7% | -3.0% | +10.7% | +6.8% |
| 30D | -4.3% | -5.0% | +0.7% | -5.7% |
| 3M | -24.6% | -1.3% | -23.3% | -24.6% |
| 6M | -31.1% | -21.5% | -9.6% | -35.0% |
| YTD | -40.7% | -3.3% | -37.4% | -40.4% |
| 1Y | -42.4% | -5.5% | -37.0% | -42.6% |
| All | +310.9% | -9.9% | +320.8% | +317.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling