+282.3%
KLAC vs HST
+67.0%
+215.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.2% |
| 7D | +5.7% | -1.0% | +6.8% | +6.4% |
| 30D | -3.6% | -12.3% | +8.6% | +4.0% |
| 3M | -12.8% | -6.4% | -6.5% | -10.1% |
| 6M | +26.1% | +15.0% | +11.0% | +14.1% |
| YTD | +53.3% | +30.5% | +22.8% | +28.0% |
| 1Y | +113.7% | +35.7% | +78.0% | +73.1% |
| All | +282.3% | +67.0% | +215.3% | +165.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling