+151.4%
OKLO vs HST
+104.2%
+47.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.6% | -9.1% | -7.3% |
| 7D | +6.8% | +0.6% | +6.2% | +6.8% |
| 30D | -27.7% | +14.5% | -42.2% | -30.5% |
| 3M | -43.6% | +15.4% | -59.0% | -46.0% |
| 6M | -65.4% | +22.0% | -87.4% | -67.5% |
| YTD | -65.0% | +54.9% | -119.9% | -69.3% |
| 1Y | -77.5% | +54.0% | -131.5% | -80.2% |
| 3Y | +143.6% | +90.4% | +53.1% | +104.2% |
| 5Y | +154.7% | +84.2% | +70.5% | +112.2% |
| All | +151.4% | +104.2% | +47.2% | +109.9% |
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