+334.0%
OKLO vs HCA
+96.3%
+237.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +4.9% |
| 7D | +12.4% | -2.8% | +15.2% | +12.4% |
| 30D | -10.6% | -2.7% | -7.8% | -10.5% |
| 3M | -26.5% | +11.5% | -38.0% | -26.7% |
| 6M | -25.6% | -24.3% | -1.4% | -25.1% |
| YTD | -39.6% | -13.6% | -26.1% | -39.3% |
| 1Y | -38.8% | -3.2% | -35.6% | -38.6% |
| 3Y | +318.1% | +50.4% | +267.6% | +316.9% |
| 5Y | +339.7% | +64.8% | +274.9% | +338.7% |
| All | +334.0% | +96.3% | +237.7% | +332.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling