+6,782.4%
KLAC vs HCA
+1,721.2%
+5,061.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.9% | -8.1% | -4.7% |
| 7D | +6.2% | +4.9% | +1.3% | +4.5% |
| 30D | -5.0% | +1.9% | -6.9% | -5.7% |
| 3M | -14.4% | +12.7% | -27.1% | -18.6% |
| 6M | +28.3% | -22.3% | +50.6% | +36.7% |
| YTD | +51.1% | -9.3% | +60.4% | +52.7% |
| 1Y | +100.4% | +2.7% | +97.7% | +93.8% |
| 3Y | +276.3% | +57.8% | +218.5% | +209.6% |
| 5Y | +452.1% | +70.3% | +381.7% | +335.7% |
| 10Y | +2,986.0% | +499.7% | +2,486.3% | +1,557.1% |
| All | +6,782.4% | +1,721.2% | +5,061.2% | +2,510.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling