+313.5%
OKLO vs HTZ
-89.3%
+402.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.4% |
| 7D | +2.8% | +7.5% | -4.7% | +2.0% |
| 30D | -4.0% | +47.4% | -51.4% | -8.6% |
| 3M | -36.9% | -54.9% | +18.0% | -33.1% |
| 6M | -37.1% | -47.0% | +9.9% | -34.5% |
| YTD | -42.5% | -55.3% | +12.8% | -39.2% |
| 1Y | -40.7% | -57.6% | +16.9% | -37.5% |
| 3Y | +299.1% | -86.6% | +385.7% | +309.0% |
| 5Y | +317.3% | -86.1% | +403.4% | +325.8% |
| All | +313.5% | -89.3% | +402.8% | +323.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling