+2,896.3%
KLAC vs HPE
+581.3%
+2,315.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.4% | -10.5% | -4.6% |
| 7D | -2.7% | +19.4% | -22.1% | -12.1% |
| 30D | -13.2% | +5.6% | -18.8% | -16.6% |
| 3M | -25.0% | +33.1% | -58.1% | -36.5% |
| 6M | +23.6% | +192.5% | -168.9% | -33.6% |
| YTD | +49.2% | +160.9% | -111.7% | -15.2% |
| 1Y | +89.3% | +155.0% | -65.6% | +8.0% |
| 3Y | +274.4% | +289.4% | -15.0% | +59.9% |
| 5Y | +440.9% | +395.7% | +45.3% | +100.6% |
| All | +2,896.3% | +581.3% | +2,315.0% | +849.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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