+248.6%
KLAC vs HST
+72.3%
+176.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.7% |
| 7D | -12.3% | -2.7% | -9.6% | -10.5% |
| 30D | -29.6% | +10.7% | -40.3% | -33.6% |
| 3M | -28.2% | +6.3% | -34.5% | -30.8% |
| 6M | -23.6% | +19.0% | -42.5% | -31.6% |
| YTD | +14.4% | +47.0% | -32.6% | -10.3% |
| 1Y | +15.4% | +53.4% | -38.0% | -12.1% |
| 3Y | +184.3% | +78.0% | +106.3% | +92.9% |
| All | +248.6% | +72.3% | +176.2% | +126.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling