+326.6%
OKLO vs HUT
+308.2%
+18.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.0% |
| 7D | +7.7% | +18.9% | -11.2% | +3.8% |
| 30D | -4.3% | +12.0% | -16.3% | -6.9% |
| 3M | -24.6% | -14.9% | -9.8% | -23.1% |
| 6M | -31.1% | +96.8% | -127.9% | -40.0% |
| YTD | -40.7% | +108.8% | -149.5% | -48.6% |
| 1Y | -42.4% | +227.4% | -269.8% | -53.3% |
| 3Y | +310.9% | +760.3% | -449.4% | +206.4% |
| 5Y | +332.6% | +86.1% | +246.6% | +225.9% |
| All | +326.6% | +308.2% | +18.4% | +218.0% |
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