+326.6%
OKLO vs HWM
+624.6%
-298.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +7.7% | -8.0% | +15.8% | +11.3% |
| 30D | -4.3% | -18.0% | +13.7% | +4.2% |
| 3M | -24.6% | -9.5% | -15.1% | -22.1% |
| 6M | -31.1% | -8.4% | -22.7% | -29.3% |
| YTD | -40.7% | +13.6% | -54.3% | -45.0% |
| 1Y | -42.4% | +30.2% | -72.7% | -49.7% |
| 3Y | +310.9% | +392.2% | -81.3% | +201.6% |
| 5Y | +332.6% | +645.2% | -312.6% | +215.2% |
| All | +326.6% | +624.6% | -298.1% | +211.5% |
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