+249.6%
OKLO vs HUBS
-58.2%
+307.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.8% | -10.0% | -9.3% |
| 7D | -12.2% | -9.0% | -3.2% | -10.7% |
| 30D | -19.7% | +7.2% | -27.0% | -21.2% |
| 3M | -37.4% | +20.9% | -58.3% | -41.7% |
| 6M | -42.3% | -13.0% | -29.3% | -42.8% |
| YTD | -49.5% | -43.8% | -5.7% | -41.2% |
| 1Y | -54.7% | -54.6% | -0.1% | -42.2% |
| 3Y | +249.6% | -58.5% | +308.1% | +398.1% |
| All | +249.6% | -58.2% | +307.8% | +398.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling