+305.3%
OKLO vs HUBB
+148.7%
+156.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.6% | -5.8% | -5.9% |
| 7D | +0.1% | -1.7% | +1.8% | +1.4% |
| 30D | -15.2% | -12.7% | -2.5% | -6.5% |
| 3M | -26.2% | -2.9% | -23.2% | -24.9% |
| 6M | -35.0% | -4.8% | -30.2% | -33.5% |
| YTD | -44.4% | +2.8% | -47.2% | -45.8% |
| 1Y | -45.9% | +3.5% | -49.5% | -46.6% |
| 3Y | +284.9% | +43.5% | +241.4% | +265.8% |
| 5Y | +305.3% | +154.2% | +151.1% | +284.6% |
| All | +305.3% | +148.7% | +156.6% | +284.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling