+313.5%
OKLO vs HWM
+707.6%
-394.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | +2.8% | -2.1% | +4.9% | +3.5% |
| 30D | -4.0% | -11.0% | +7.0% | +1.0% |
| 3M | -36.9% | +4.0% | -40.9% | -38.8% |
| 6M | -37.1% | -0.2% | -36.9% | -37.6% |
| YTD | -42.5% | +26.7% | -69.1% | -49.1% |
| 1Y | -40.7% | +44.7% | -85.4% | -50.4% |
| 3Y | +299.1% | +426.1% | -127.0% | +180.0% |
| 5Y | +317.3% | +738.5% | -421.2% | +190.3% |
| All | +313.5% | +707.6% | -394.1% | +188.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling