-40.7%
OKLO vs HST
+38.1%
-78.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +2.8% | -1.0% | +3.8% | +3.1% |
| 30D | -4.0% | -12.3% | +8.3% | -0.2% |
| 3M | -36.9% | -6.4% | -30.5% | -36.2% |
| 6M | -37.1% | +15.0% | -52.1% | -41.2% |
| YTD | -42.5% | +30.5% | -73.0% | -43.1% |
| 1Y | -40.7% | +35.7% | -76.4% | -40.8% |
| All | -40.7% | +38.1% | -78.8% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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