+299.6%
OKLO vs HUBS
-62.4%
+362.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.9% | -3.4% | -6.0% |
| 7D | +0.1% | -12.4% | +12.5% | +1.4% |
| 30D | -15.2% | +1.4% | -16.5% | -15.4% |
| 3M | -26.2% | +16.0% | -42.1% | -28.2% |
| 6M | -35.0% | -17.0% | -18.0% | -34.9% |
| YTD | -44.4% | -44.3% | -0.1% | -41.5% |
| 1Y | -45.9% | -54.3% | +8.4% | -41.4% |
| 3Y | +284.9% | -58.4% | +343.3% | +328.4% |
| 5Y | +305.3% | -66.7% | +372.0% | +352.5% |
| All | +299.6% | -62.4% | +362.0% | +343.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling