+157,277.0%
KLAC vs HD
+31,989.9%
+125,287.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +6.8% |
| 7D | +5.7% | -2.1% | +7.8% | +6.9% |
| 30D | -3.6% | -8.4% | +4.8% | +0.8% |
| 3M | -12.8% | +4.3% | -17.2% | -15.3% |
| 6M | +26.1% | -11.1% | +37.2% | +33.1% |
| YTD | +53.3% | -4.7% | +58.0% | +55.5% |
| 1Y | +113.7% | -19.8% | +133.5% | +136.1% |
| 3Y | +274.9% | +4.1% | +270.8% | +257.6% |
| 5Y | +470.1% | +10.3% | +459.8% | +427.4% |
| 10Y | +2,997.0% | +203.2% | +2,793.8% | +1,632.7% |
| All | +157,277.0% | +31,989.9% | +125,287.1% | +9,433.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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