+92.4%
OKLO vs HTZ
-91.7%
+184.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -20.8% | +7.6% | -10.7% |
| 7D | -28.4% | -7.7% | -20.7% | -27.7% |
| 30D | -50.2% | -13.1% | -37.1% | -49.4% |
| 3M | -55.3% | +14.7% | -70.1% | -56.4% |
| 6M | -71.9% | -70.6% | -1.3% | -68.8% |
| YTD | -73.2% | -65.2% | -8.1% | -71.0% |
| 1Y | -84.2% | -73.2% | -11.0% | -82.5% |
| 3Y | +86.4% | -80.8% | +167.2% | +95.7% |
| 5Y | +94.9% | -94.8% | +189.7% | +105.2% |
| All | +92.4% | -91.7% | +184.0% | +102.5% |
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 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