+470.0%
KLAC vs HAS
+13.4%
+456.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.8% | +7.5% |
| 7D | +5.7% | -1.8% | +7.5% | +6.6% |
| 30D | -3.6% | +2.3% | -5.9% | -4.7% |
| 3M | -12.8% | +10.4% | -23.2% | -17.0% |
| 6M | +26.1% | -3.2% | +29.3% | +26.1% |
| YTD | +53.3% | +15.4% | +37.9% | +40.3% |
| 1Y | +113.7% | +18.8% | +94.9% | +92.4% |
| 3Y | +274.9% | +43.9% | +230.9% | +205.0% |
| All | +470.0% | +13.4% | +456.6% | +481.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling