+168.9%
OKLO vs HTZ
-92.4%
+261.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.6% | +14.6% | +14.0% |
| 7D | +14.1% | -16.4% | +30.5% | +16.2% |
| 30D | -22.7% | -15.1% | -7.5% | -21.4% |
| 3M | -44.6% | -28.2% | -16.4% | -43.0% |
| 6M | -63.0% | -73.1% | +10.1% | -58.7% |
| YTD | -62.6% | -68.3% | +5.7% | -59.1% |
| 1Y | -76.2% | -75.2% | -0.9% | -73.4% |
| 3Y | +160.8% | -81.1% | +242.0% | +176.0% |
| 5Y | +172.5% | -95.0% | +267.5% | +189.3% |
| All | +168.9% | -92.4% | +261.3% | +185.5% |
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