+313.5%
OKLO vs HSY
+12.2%
+301.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.3% |
| 7D | +2.8% | -3.3% | +6.1% | +2.1% |
| 30D | -4.0% | -2.8% | -1.2% | -4.5% |
| 3M | -36.9% | -4.5% | -32.4% | -37.3% |
| 6M | -37.1% | -24.2% | -12.9% | -40.0% |
| YTD | -42.5% | -2.7% | -39.8% | -42.3% |
| 1Y | -40.7% | -3.7% | -37.0% | -40.7% |
| 3Y | +299.1% | -11.5% | +310.6% | +308.0% |
| 5Y | +317.3% | +10.3% | +306.9% | +330.8% |
| All | +313.5% | +12.2% | +301.3% | +326.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling