+132.5%
OKLO vs HTZ
-82.4%
+214.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.8% |
| 7D | +1.6% | -8.5% | +10.1% | +3.0% |
| 30D | -17.6% | -18.9% | +1.3% | -15.4% |
| 3M | -48.5% | -36.0% | -12.5% | -45.3% |
| 6M | -65.7% | -74.6% | +8.9% | -59.8% |
| YTD | -66.7% | -70.8% | +4.2% | -62.0% |
| 1Y | -76.5% | -75.3% | -1.2% | -72.7% |
| 3Y | +132.5% | -81.6% | +214.0% | +162.3% |
| All | +132.5% | -82.4% | +214.8% | +162.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling