+145.0%
OKLO vs HTZ
-92.8%
+237.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.1% | +0.6% | -4.7% |
| 7D | +27.3% | -14.0% | +41.3% | +29.3% |
| 30D | -23.1% | -19.8% | -3.3% | -21.3% |
| 3M | -45.8% | -45.0% | -0.8% | -42.4% |
| 6M | -66.8% | -73.2% | +6.4% | -62.8% |
| YTD | -65.9% | -70.0% | +4.1% | -62.4% |
| 1Y | -78.0% | -75.7% | -2.3% | -75.4% |
| 3Y | +137.4% | -82.1% | +219.4% | +152.9% |
| 5Y | +148.2% | -94.3% | +242.5% | +165.3% |
| All | +145.0% | -92.8% | +237.8% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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