+4,198.3%
KLAC vs HPE
+595.7%
+3,602.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.7% | -5.9% | -2.0% |
| 7D | +10.6% | +10.1% | +0.4% | +4.9% |
| 30D | -4.5% | +5.3% | -9.8% | -7.4% |
| 3M | -10.3% | +12.7% | -22.9% | -16.0% |
| 6M | +40.9% | +167.7% | -126.8% | -16.2% |
| YTD | +56.1% | +135.5% | -79.3% | -1.4% |
| 1Y | +109.0% | +143.4% | -34.4% | +28.8% |
| 3Y | +288.8% | +249.2% | +39.7% | +91.4% |
| 5Y | +489.1% | +343.8% | +145.3% | +157.5% |
| 10Y | +3,041.8% | +495.9% | +2,545.9% | +1,104.7% |
| All | +4,198.3% | +595.7% | +3,602.6% | +1,475.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling