+316.9%
OKLO vs HST
+74.0%
+242.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +2.8% | -1.0% | +3.8% | +3.2% |
| 30D | -4.0% | -12.3% | +8.3% | -0.1% |
| 3M | -36.9% | -6.4% | -30.5% | -35.8% |
| 6M | -37.1% | +15.0% | -52.1% | -40.0% |
| YTD | -42.5% | +30.5% | -73.0% | -47.0% |
| 1Y | -40.7% | +35.7% | -76.4% | -46.2% |
| 3Y | +299.1% | +68.4% | +230.8% | +250.4% |
| All | +316.9% | +74.0% | +242.9% | +265.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling