+2,288.0%
KLAC vs HST
+143.2%
+2,144.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -0.2% |
| 7D | -2.1% | +0.6% | -2.6% | -2.0% |
| 30D | -21.8% | +14.5% | -36.3% | -26.5% |
| 3M | -20.5% | +15.4% | -35.9% | -25.7% |
| 6M | -18.0% | +22.0% | -39.9% | -25.6% |
| YTD | +26.4% | +54.9% | -28.5% | +2.4% |
| 1Y | +26.3% | +54.0% | -27.7% | +2.4% |
| 3Y | +193.3% | +90.4% | +102.8% | +113.4% |
| 5Y | +297.2% | +84.2% | +213.0% | +189.4% |
| 10Y | +2,288.0% | +144.6% | +2,143.4% | +1,550.9% |
| All | +2,288.0% | +143.2% | +2,144.7% | +1,550.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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