+159.1%
OKLO vs HUT
+159.8%
-0.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.6% | -4.5% | +1.4% |
| 7D | +16.9% | +24.8% | -7.9% | +12.0% |
| 30D | -19.7% | -28.4% | +8.7% | -14.2% |
| 3M | -45.0% | -31.2% | -13.8% | -41.3% |
| 6M | -66.9% | -40.2% | -26.7% | -63.9% |
| YTD | -64.0% | +32.9% | -96.9% | -66.0% |
| 1Y | -75.2% | +39.1% | -114.2% | -76.9% |
| 3Y | +151.1% | +462.8% | -311.7% | +103.8% |
| 5Y | +162.8% | -13.9% | +176.7% | +116.6% |
| All | +159.1% | +159.8% | -0.7% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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