+136.0%
OKLO vs HTZ
-92.4%
+228.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -8.4% | +31.0% | +23.6% |
| 7D | -6.7% | -14.6% | +7.9% | -5.2% |
| 30D | -36.0% | -20.8% | -15.3% | -34.5% |
| 3M | -44.2% | -18.8% | -25.4% | -43.3% |
| 6M | -70.4% | -74.7% | +4.3% | -66.8% |
| YTD | -67.2% | -68.1% | +0.9% | -64.1% |
| 1Y | -77.9% | -73.5% | -4.5% | -75.5% |
| 3Y | +128.4% | -81.8% | +210.2% | +141.6% |
| 5Y | +139.1% | -95.2% | +234.3% | +153.6% |
| All | +136.0% | -92.4% | +228.3% | +150.4% |
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