+3,041.8%
KLAC vs HST
+97.7%
+2,944.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +10.6% | +2.0% | +8.6% | +9.6% |
| 30D | -4.5% | -5.2% | +0.7% | -2.1% |
| 3M | -10.3% | -6.2% | -4.0% | -7.9% |
| 6M | +40.9% | +20.4% | +20.5% | +28.4% |
| YTD | +56.1% | +30.6% | +25.5% | +36.9% |
| 1Y | +109.0% | +37.4% | +71.7% | +78.4% |
| 3Y | +288.8% | +66.1% | +222.7% | +201.5% |
| 5Y | +489.1% | +73.7% | +415.4% | +345.3% |
| 10Y | +3,041.8% | +99.8% | +2,942.0% | +2,139.7% |
| All | +3,041.8% | +97.7% | +2,944.1% | +2,139.7% |
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