+326.6%
OKLO vs HLT
+154.7%
+171.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | +7.7% | -1.5% | +9.2% | +8.2% |
| 30D | -4.3% | -1.2% | -3.1% | -4.1% |
| 3M | -24.6% | -10.3% | -14.3% | -21.6% |
| 6M | -31.1% | +1.3% | -32.4% | -31.2% |
| YTD | -40.7% | +7.0% | -47.7% | -41.8% |
| 1Y | -42.4% | +11.9% | -54.3% | -44.7% |
| 3Y | +310.9% | +100.7% | +210.2% | +271.7% |
| 5Y | +332.6% | +147.5% | +185.1% | +288.2% |
| All | +326.6% | +154.7% | +171.8% | +282.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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