+139.7%
OKLO vs HBM
+230.4%
-90.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.7% |
| 7D | +1.6% | +2.2% | -0.7% | +1.0% |
| 30D | -17.6% | -11.8% | -5.8% | -13.2% |
| 3M | -48.5% | -19.2% | -29.3% | -43.7% |
| 6M | -65.7% | -22.9% | -42.8% | -61.9% |
| YTD | -66.7% | +7.8% | -74.5% | -66.6% |
| 1Y | -76.5% | +34.9% | -111.4% | -77.9% |
| 3Y | +132.5% | +422.2% | -289.7% | +86.0% |
| 5Y | +142.8% | +192.8% | -50.0% | +95.9% |
| All | +139.7% | +230.4% | -90.7% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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