+274.4%
KLAC vs HLT
+99.0%
+175.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.7% | -1.6% | -1.1% | -1.7% |
| 30D | -13.2% | -5.0% | -8.1% | -10.6% |
| 3M | -25.0% | -10.4% | -14.6% | -20.2% |
| 6M | +23.6% | +3.2% | +20.4% | +18.5% |
| YTD | +49.2% | +6.7% | +42.5% | +39.4% |
| 1Y | +89.3% | +10.3% | +79.1% | +71.3% |
| 3Y | +274.4% | +99.3% | +175.0% | +109.9% |
| All | +274.4% | +99.0% | +175.4% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling