-80.3%
OKLO vs HST
+76.4%
-156.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -6.4% |
| 7D | -18.4% | +3.3% | -21.8% | -19.6% |
| 30D | -38.5% | +16.4% | -54.9% | -42.2% |
| 3M | -48.9% | +5.5% | -54.4% | -50.3% |
| 6M | -67.8% | +31.1% | -98.9% | -71.8% |
| YTD | -69.2% | +55.9% | -125.1% | -72.2% |
| 1Y | -80.3% | +75.6% | -155.9% | -81.5% |
| All | -80.3% | +76.4% | -156.7% | -81.5% |
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