+26.2%
KLAC vs HCA
+11.2%
+15.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.3% | -14.4% | -1.7% |
| 7D | -5.7% | +10.2% | -15.9% | -3.3% |
| 30D | -27.6% | +17.4% | -45.0% | -24.7% |
| 3M | -23.3% | +27.7% | -51.0% | -18.5% |
| 6M | -12.4% | +20.0% | -32.4% | -3.7% |
| YTD | +23.7% | +10.0% | +13.8% | +37.4% |
| 1Y | +26.2% | +9.0% | +17.2% | +39.5% |
| All | +26.2% | +11.2% | +15.0% | +39.5% |
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