+279.1%
KLAC vs HAL
-4.5%
+283.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.5% |
| 7D | +6.2% | -1.3% | +7.5% | +6.6% |
| 30D | -5.0% | +10.9% | -15.9% | -8.5% |
| 3M | -14.4% | -5.8% | -8.6% | -12.9% |
| 6M | +28.3% | +8.1% | +20.2% | +23.4% |
| YTD | +51.1% | +33.2% | +17.9% | +34.0% |
| 1Y | +100.4% | +74.2% | +26.2% | +58.8% |
| All | +279.1% | -4.5% | +283.6% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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