+430.6%
KLAC vs HPE
+333.5%
+97.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.2% | +3.1% | +0.2% |
| 7D | +2.5% | +1.4% | +1.0% | +1.0% |
| 30D | -11.5% | +1.5% | -13.1% | -13.0% |
| 3M | -16.9% | +21.7% | -38.7% | -26.1% |
| 6M | +22.2% | +164.2% | -141.9% | -31.9% |
| YTD | +46.4% | +132.1% | -85.7% | -12.6% |
| 1Y | +91.0% | +130.6% | -39.6% | +13.3% |
| 3Y | +264.6% | +244.1% | +20.4% | +57.9% |
| 5Y | +430.6% | +340.8% | +89.8% | +100.9% |
| All | +430.6% | +333.5% | +97.0% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling