+145.0%
OKLO vs HWM
+595.5%
-450.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.3% |
| 7D | +27.3% | +11.1% | +16.2% | +21.4% |
| 30D | -23.1% | +3.0% | -26.0% | -24.2% |
| 3M | -45.8% | -20.7% | -25.1% | -40.2% |
| 6M | -66.8% | -17.2% | -49.6% | -64.2% |
| YTD | -65.9% | +9.1% | -75.0% | -67.9% |
| 1Y | -78.0% | +9.0% | -87.0% | -79.2% |
| 3Y | +137.4% | +353.8% | -216.5% | +77.4% |
| 5Y | +148.2% | +608.0% | -459.8% | +83.7% |
| All | +145.0% | +595.5% | -450.5% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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