+2,896.3%
KLAC vs HLT
+590.2%
+2,306.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.7% | -1.6% | -1.1% | -1.8% |
| 30D | -13.2% | -5.0% | -8.1% | -10.7% |
| 3M | -25.0% | -10.4% | -14.6% | -20.6% |
| 6M | +23.6% | +3.2% | +20.4% | +19.9% |
| YTD | +49.2% | +6.7% | +42.5% | +41.7% |
| 1Y | +89.3% | +10.3% | +79.1% | +74.8% |
| 3Y | +274.4% | +99.3% | +175.0% | +142.1% |
| 5Y | +440.9% | +143.7% | +297.3% | +209.5% |
| All | +2,896.3% | +590.2% | +2,306.1% | +984.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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