+136.0%
OKLO vs HST
+93.8%
+42.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | 0.0% | +22.7% | +22.7% |
| 7D | -6.7% | -2.7% | -4.0% | -5.7% |
| 30D | -36.0% | +10.7% | -46.7% | -37.9% |
| 3M | -44.2% | +6.3% | -50.4% | -45.1% |
| 6M | -70.4% | +19.0% | -89.4% | -72.0% |
| YTD | -67.2% | +47.0% | -114.2% | -70.7% |
| 1Y | -77.9% | +53.4% | -131.4% | -80.6% |
| 3Y | +128.4% | +78.0% | +50.4% | +94.7% |
| 5Y | +139.1% | +71.7% | +67.4% | +102.5% |
| All | +136.0% | +93.8% | +42.1% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling