+2,896.3%
KLAC vs HL
+273.7%
+2,622.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.2% |
| 7D | -2.7% | -4.4% | +1.7% | -1.9% |
| 30D | -13.2% | +9.3% | -22.5% | -14.9% |
| 3M | -25.0% | +32.0% | -57.0% | -29.1% |
| 6M | +23.6% | -6.4% | +30.0% | +23.5% |
| YTD | +49.2% | +3.1% | +46.1% | +45.8% |
| 1Y | +89.3% | +77.6% | +11.8% | +67.4% |
| 3Y | +274.4% | +392.8% | -118.5% | +169.0% |
| 5Y | +440.9% | +234.1% | +206.8% | +297.0% |
| All | +2,896.3% | +273.7% | +2,622.6% | +1,706.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 10y: compounded portfolio wealth divided by compounded HL 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…
10y analysis · Full analysis span regression · 6 months rolling