+262.9%
OKLO vs HUBB
+171.6%
+91.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.8% | -10.9% | -10.4% |
| 7D | -12.2% | -0.1% | -12.2% | -12.3% |
| 30D | -19.7% | -10.0% | -9.8% | -13.7% |
| 3M | -37.4% | -1.6% | -35.8% | -37.0% |
| 6M | -42.3% | -3.1% | -39.2% | -41.8% |
| YTD | -49.5% | +4.6% | -54.1% | -51.4% |
| 1Y | -54.7% | +3.3% | -58.1% | -55.4% |
| 3Y | +249.6% | +46.6% | +203.0% | +228.1% |
| 5Y | +268.1% | +158.7% | +109.4% | +244.2% |
| All | +262.9% | +171.6% | +91.3% | +237.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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