+313.5%
OKLO vs HUT
+298.1%
+15.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.2% | -2.6% | +2.3% |
| 7D | +2.8% | +17.8% | -15.0% | -0.7% |
| 30D | -4.0% | +0.8% | -4.8% | -4.6% |
| 3M | -36.9% | -26.8% | -10.1% | -33.6% |
| 6M | -37.1% | +72.6% | -109.7% | -43.9% |
| YTD | -42.5% | +103.6% | -146.1% | -49.9% |
| 1Y | -40.7% | +265.3% | -306.0% | -52.5% |
| 3Y | +299.1% | +689.4% | -390.3% | +199.2% |
| 5Y | +317.3% | +75.3% | +241.9% | +216.2% |
| All | +313.5% | +298.1% | +15.5% | +209.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling