+100.4%
KLAC vs HST
+37.9%
+62.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +6.2% | -0.3% | +6.5% | +6.4% |
| 30D | -5.0% | -2.8% | -2.2% | -3.9% |
| 3M | -14.4% | -6.5% | -7.9% | -12.8% |
| 6M | +28.3% | +20.7% | +7.6% | +14.1% |
| YTD | +51.1% | +30.5% | +20.6% | +31.1% |
| 1Y | +100.4% | +36.8% | +63.6% | +73.4% |
| All | +100.4% | +37.9% | +62.5% | +73.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling