+279.1%
KLAC vs HBM
+506.5%
-227.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +6.2% | +5.5% | +0.7% | +4.0% |
| 30D | -5.0% | +3.3% | -8.3% | -6.5% |
| 3M | -14.4% | +12.7% | -27.1% | -18.7% |
| 6M | +28.3% | +28.2% | +0.1% | +15.6% |
| YTD | +51.1% | +45.3% | +5.8% | +30.3% |
| 1Y | +100.4% | +121.7% | -21.3% | +49.3% |
| All | +279.1% | +506.5% | -227.5% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling