+160.8%
OKLO vs HUT
+371.2%
-210.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +8.3% | +5.7% | +10.8% |
| 7D | +14.1% | +3.7% | +10.5% | +11.6% |
| 30D | -22.7% | -32.3% | +9.7% | -11.5% |
| 3M | -44.6% | -35.6% | -8.9% | -36.7% |
| 6M | -63.0% | -42.1% | -20.9% | -57.0% |
| YTD | -62.6% | +24.1% | -86.7% | -67.1% |
| 1Y | -76.2% | +27.9% | -104.1% | -79.6% |
| 3Y | +160.8% | +409.1% | -248.3% | +60.2% |
| All | +160.8% | +371.2% | -210.4% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling