+113.7%
KLAC vs HCA
-0.5%
+114.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.1% |
| 7D | +5.7% | -3.1% | +8.8% | +5.2% |
| 30D | -3.6% | -1.1% | -2.5% | -3.7% |
| 3M | -12.8% | +12.2% | -25.0% | -12.6% |
| 6M | +26.1% | -25.3% | +51.4% | +35.7% |
| YTD | +53.3% | -12.9% | +66.3% | +60.2% |
| 1Y | +113.7% | -0.9% | +114.6% | +116.3% |
| All | +113.7% | -0.5% | +114.2% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling