+2,247.0%
KLAC vs HAS
+97.5%
+2,149.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | +10.0% | +1.4% | +8.6% | +9.5% |
| 30D | -14.8% | +26.3% | -41.1% | -22.9% |
| 3M | -27.2% | +25.6% | -52.8% | -34.1% |
| 6M | -17.5% | +30.3% | -47.7% | -27.1% |
| YTD | +25.8% | +50.4% | -24.5% | +3.7% |
| 1Y | +31.8% | +57.7% | -25.9% | +6.4% |
| 3Y | +195.3% | +213.4% | -18.1% | +73.7% |
| 5Y | +285.9% | +49.1% | +236.9% | +206.0% |
| All | +2,247.0% | +97.5% | +2,149.4% | +1,478.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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