-38.8%
OKLO vs HWM
+30.1%
-68.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -10.7% | +15.6% | +11.9% |
| 7D | +12.4% | -9.2% | +21.6% | +18.2% |
| 30D | -10.6% | -17.9% | +7.3% | +1.1% |
| 3M | -26.5% | -6.0% | -20.5% | -27.7% |
| 6M | -25.6% | -7.4% | -18.3% | -26.7% |
| YTD | -39.6% | +13.1% | -52.7% | -53.1% |
| 1Y | -38.8% | +29.3% | -68.1% | -53.9% |
| All | -38.8% | +30.1% | -68.9% | -53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling