+334.0%
OKLO vs HST
+72.2%
+261.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.9% | +4.9% |
| 7D | +12.4% | +2.0% | +10.4% | +11.7% |
| 30D | -10.6% | -5.2% | -5.3% | -9.1% |
| 3M | -26.5% | -6.2% | -20.3% | -25.3% |
| 6M | -25.6% | +20.4% | -46.1% | -29.8% |
| YTD | -39.6% | +30.6% | -70.3% | -44.2% |
| 1Y | -38.8% | +37.4% | -76.1% | -44.5% |
| 3Y | +318.1% | +66.1% | +251.9% | +268.5% |
| 5Y | +339.7% | +73.7% | +266.0% | +284.6% |
| All | +334.0% | +72.2% | +261.8% | +281.1% |
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