-40.7%
OKLO vs HUBS
-46.5%
+5.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.9% | +6.5% | +3.7% |
| 7D | +2.8% | -5.0% | +7.8% | +3.0% |
| 30D | -4.0% | -1.0% | -3.0% | -4.4% |
| 3M | -36.9% | +12.4% | -49.2% | -37.3% |
| 6M | -37.1% | -11.1% | -26.0% | -34.9% |
| YTD | -42.5% | -38.3% | -4.2% | -31.4% |
| 1Y | -40.7% | -46.7% | +6.0% | -20.9% |
| All | -40.7% | -46.5% | +5.8% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 1y: compounded portfolio wealth divided by compounded HUBS 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…
1y analysis · Full analysis span regression · 6 months rolling