+484.2%
KLAC vs HOOD
+198.2%
+285.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.8% |
| 7D | +2.5% | -9.1% | +11.6% | +4.6% |
| 30D | -11.5% | +20.1% | -31.6% | -15.7% |
| 3M | -16.9% | +31.2% | -48.2% | -22.9% |
| 6M | +22.2% | +44.3% | -22.1% | +9.6% |
| YTD | +46.4% | +0.2% | +46.2% | +41.2% |
| 1Y | +91.0% | -3.5% | +94.5% | +83.8% |
| 3Y | +264.6% | +955.2% | -690.7% | +99.9% |
| 5Y | +430.6% | +175.3% | +255.3% | +200.8% |
| All | +484.2% | +198.2% | +285.9% | +227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HOOD.
Daily Out/Under-Performance
Portfolio return minus HOOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HOOD 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 HOOD 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