+433.3%
KLAC vs HCA
+71.9%
+361.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.6% |
| 7D | -2.7% | +5.4% | -8.1% | -4.2% |
| 30D | -13.2% | +3.0% | -16.1% | -14.0% |
| 3M | -25.0% | +13.0% | -38.0% | -28.8% |
| 6M | +23.6% | -20.3% | +43.9% | +33.1% |
| YTD | +49.2% | -8.2% | +57.4% | +51.6% |
| 1Y | +89.3% | +6.7% | +82.6% | +80.2% |
| 3Y | +274.4% | +60.4% | +214.0% | +186.7% |
| All | +433.3% | +71.9% | +361.4% | +270.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling