+180.1%
KLAC vs HST
+82.7%
+97.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.7% |
| 7D | -12.3% | -2.7% | -9.6% | -10.4% |
| 30D | -29.6% | +10.7% | -40.3% | -33.7% |
| 3M | -28.2% | +6.3% | -34.5% | -30.7% |
| 6M | -23.6% | +19.0% | -42.5% | -32.1% |
| YTD | +14.4% | +47.0% | -32.6% | -11.7% |
| 1Y | +15.4% | +53.4% | -38.0% | -13.7% |
| All | +180.1% | +82.7% | +97.4% | +71.9% |
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 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