+184.3%
KLAC vs HAS
+181.4%
+2.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.2% | +6.9% |
| 7D | -12.3% | -0.2% | -12.1% | -12.2% |
| 30D | -29.6% | +31.0% | -60.7% | -36.3% |
| 3M | -28.2% | +30.7% | -58.9% | -35.1% |
| 6M | -23.6% | +23.9% | -47.5% | -30.0% |
| YTD | +14.4% | +48.3% | -33.9% | -3.8% |
| 1Y | +15.4% | +60.2% | -44.8% | -6.2% |
| 3Y | +184.3% | +189.2% | -4.9% | +93.8% |
| All | +184.3% | +181.4% | +2.9% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling