+145.0%
OKLO vs HST
+100.9%
+44.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.4% | -5.1% |
| 7D | +27.3% | +3.6% | +23.7% | +25.9% |
| 30D | -23.1% | +9.9% | -33.0% | -25.1% |
| 3M | -45.8% | +12.9% | -58.8% | -47.7% |
| 6M | -66.8% | +22.9% | -89.7% | -68.9% |
| YTD | -65.9% | +52.4% | -118.3% | -69.9% |
| 1Y | -78.0% | +52.5% | -130.5% | -80.6% |
| 3Y | +137.4% | +87.4% | +49.9% | +100.0% |
| 5Y | +148.2% | +82.9% | +65.3% | +107.9% |
| All | +145.0% | +100.9% | +44.1% | +105.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling