+151.4%
OKLO vs HTZ
-93.0%
+244.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -8.0% | +1.5% | -5.6% |
| 7D | +6.8% | -27.5% | +34.3% | +10.7% |
| 30D | -27.7% | -21.9% | -5.8% | -25.8% |
| 3M | -43.6% | -29.2% | -14.4% | -41.9% |
| 6M | -65.4% | -75.2% | +9.8% | -61.0% |
| YTD | -65.0% | -70.8% | +5.8% | -61.3% |
| 1Y | -77.5% | -76.1% | -1.4% | -74.8% |
| 3Y | +143.6% | -82.5% | +226.1% | +160.3% |
| 5Y | +154.7% | -94.1% | +248.8% | +173.1% |
| All | +151.4% | -93.0% | +244.4% | +169.5% |
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