-11.9%
KLAC vs HPE
+4.4%
-16.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.5% | +11.8% | +10.0% |
| 7D | +5.7% | -0.6% | +6.3% | +5.4% |
| 30D | -3.6% | -2.3% | -1.3% | -3.0% |
| All | -11.9% | +4.4% | -16.3% | -14.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling