+2,986.0%
KLAC vs HAS
+54.3%
+2,931.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.6% |
| 7D | +6.2% | -4.8% | +11.0% | +8.3% |
| 30D | -5.0% | -5.1% | +0.1% | -3.0% |
| 3M | -14.4% | +6.4% | -20.8% | -17.0% |
| 6M | +28.3% | -5.6% | +33.9% | +29.7% |
| YTD | +51.1% | +11.0% | +40.1% | +42.0% |
| 1Y | +100.4% | +16.8% | +83.6% | +84.1% |
| 3Y | +276.3% | +44.0% | +232.3% | +207.5% |
| 5Y | +452.1% | +11.0% | +441.1% | +396.8% |
| 10Y | +2,986.0% | +56.0% | +2,930.0% | +2,243.8% |
| All | +2,986.0% | +54.3% | +2,931.7% | +2,243.8% |
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