+4,511.3%
KLAC vs HLT
+641.9%
+3,869.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +2.5% | -2.6% | +5.0% | +3.8% |
| 30D | -11.5% | -2.6% | -8.9% | -10.4% |
| 3M | -16.9% | -9.4% | -7.5% | -12.8% |
| 6M | +22.2% | +2.7% | +19.5% | +19.2% |
| YTD | +46.4% | +6.8% | +39.6% | +39.6% |
| 1Y | +91.0% | +12.4% | +78.6% | +75.7% |
| 3Y | +264.6% | +100.2% | +164.4% | +144.0% |
| 5Y | +430.6% | +143.7% | +286.9% | +219.0% |
| 10Y | +2,889.3% | +584.9% | +2,304.4% | +1,010.0% |
| All | +4,511.3% | +641.9% | +3,869.4% | +1,559.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling