+157,277.0%
KLAC vs HAL
+597.8%
+156,679.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.6% | +7.9% | +7.5% |
| 7D | +5.7% | +2.9% | +2.8% | +4.9% |
| 30D | -3.6% | +17.0% | -20.7% | -7.9% |
| 3M | -12.8% | -9.7% | -3.2% | -10.7% |
| 6M | +26.1% | +8.6% | +17.4% | +22.4% |
| YTD | +53.3% | +33.0% | +20.3% | +40.7% |
| 1Y | +113.7% | +68.3% | +45.4% | +83.1% |
| 3Y | +274.9% | +0.1% | +274.8% | +262.9% |
| 5Y | +470.1% | +102.6% | +367.5% | +338.9% |
| 10Y | +2,997.0% | +3.8% | +2,993.2% | +2,357.2% |
| All | +157,277.0% | +597.8% | +156,679.2% | +70,300.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling