-40.7%
OKLO vs HCA
-0.5%
-40.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.5% |
| 7D | +2.8% | -3.1% | +5.9% | +2.5% |
| 30D | -4.0% | -1.1% | -2.9% | -4.1% |
| 3M | -36.9% | +12.2% | -49.0% | -36.6% |
| 6M | -37.1% | -25.3% | -11.8% | -37.6% |
| YTD | -42.5% | -12.9% | -29.5% | -41.7% |
| 1Y | -40.7% | -0.9% | -39.8% | -34.3% |
| All | -40.7% | -0.5% | -40.2% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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