+2,896.3%
KLAC vs HBM
+619.2%
+2,277.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.1% |
| 7D | -2.7% | -3.3% | +0.6% | -1.8% |
| 30D | -13.2% | -4.8% | -8.3% | -12.3% |
| 3M | -25.0% | -0.4% | -24.6% | -25.3% |
| 6M | +23.6% | +17.9% | +5.7% | +17.2% |
| YTD | +49.2% | +33.7% | +15.5% | +36.4% |
| 1Y | +89.3% | +95.6% | -6.3% | +55.9% |
| 3Y | +274.4% | +458.1% | -183.8% | +128.9% |
| 5Y | +440.9% | +329.0% | +111.9% | +233.9% |
| All | +2,896.3% | +619.2% | +2,277.2% | +1,370.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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