+89.3%
KLAC vs HPE
+157.9%
-68.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.4% | -10.5% | -3.1% |
| 7D | -2.7% | +19.4% | -22.1% | -10.1% |
| 30D | -13.2% | +5.6% | -18.8% | -15.6% |
| 3M | -25.0% | +33.1% | -58.1% | -34.3% |
| 6M | +23.6% | +192.5% | -168.9% | -22.0% |
| YTD | +49.2% | +160.9% | -111.7% | -1.7% |
| 1Y | +89.3% | +155.0% | -65.6% | +27.0% |
| All | +89.3% | +157.9% | -68.5% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling